Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 355.22 Day 41 19.17 30-90 Days CB-1-Q 56.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5966.76 Day 41 499.23 91-180 Days CB-2-Q 973.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 806.85 Day 41 55.98 Open S-1-Q 63.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67810.42 Day 41 6265.81 30-90 Days S-2-Q 8768.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17932.80 Day 41 206.72 91-180 Days S-3-Q 227.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100940.92 Day 41 8340.53 91-180 Days S-4-Q 202.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8042.78 Day 41 355.52 91-180 Days CB-3-Q 307.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62596.90 Day 41 240.62 30-90 Days G-1-Q 3064.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1144.63 Day 41 58.55 30-90 Days G-2-Q 69.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38821.53 Day 41 4716.09 30-90 Days G-3-Q 274.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61088.21 Day 41 4790.66 30-90 Days S-5-Q 2998.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9807.57 Day 41 1218.43 <30 Days S-6-Q 236.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17172.86 Day 41 387.08 <30 Days S-7-Q 3075.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68686.69 Day 41 6696.20 30-90 Days E-1-Q 1989.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72482.94 Day 41 4476.80 <30 Days E-2-Q 12045.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99737.37 Day 41 14153.25 91-180 Days IG-1-Q 7518.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109585.14 Day 41 16002.12 91-180 Days IG-2-Q 11753.77 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64664.94 Day 41 7527.07 Open C-1 7056.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9616.14 Day 41 780.23 Open CB-4 719.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57159.42 Day 41 8108.38 30-90 Days E-10 6506.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72160.96 Day 41 5595.97 30-90 Days E-3 9666.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93474.96 Day 41 2014.51 30-90 Days E-4 8250.16 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75750.31 Day 41 7382.67 91-180 Days E-5 6699.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27245.21 Day 41 3971.85 Open E-6 2987.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70446.05 Day 41 5495.89 30-90 Days E-7 4412.93 No Risk Management