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 25111.30 Day 41 3015.23 Open IG-2 2024.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52514.92 Day 41 3584.68 30-90 Days S-1 4731.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43834.03 Day 41 4698.47 Open S-2 7096.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77773.62 Day 41 7427.71 91-180 Days S-3 7491.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92258.03 Day 41 12967.54 30-90 Days S-4 6494.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63696.81 Day 41 3439.60 30-90 Days S-5 4099.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78336.95 Day 41 6042.88 30-90 Days S-6 6439.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51058.84 Day 41 4671.96 91-180 Days S-7 578.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82887.04 Day 42 1335.55 91-180 Days A-0-Q 532.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37119.05 Day 42 2877.85 Open A-1-Q 4921.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90132.82 Day 42 2405.77 91-180 Days A-2-Q 8393.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7.27 Day 42 0.47 30-90 Days A-3-Q 0.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88977.79 Day 42 9301.78 30-90 Days A-4-Q 2199.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84712.80 Day 42 26.25 30-90 Days A-5-Q 4091.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 36341.05 Day 42 1285.76 30-90 Days CB-1-Q 2431.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23619.69 Day 42 3438.90 30-90 Days CB-2-Q 1637.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25971.48 Day 42 2541.40 91-180 Days S-1-Q 1835.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2938.51 Day 42 45.45 <30 Days S-2-Q 271.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43875.12 Day 42 5345.20 Open S-3-Q 8769.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104187.56 Day 42 11684.62 30-90 Days S-4-Q 9943.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103663.03 Day 42 1017.31 <30 Days CB-3-Q 5208.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106372.50 Day 42 4641.33 91-180 Days G-1-Q 18156.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94905.36 Day 42 1681.57 <30 Days G-2-Q 495.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39567.42 Day 42 3393.70 Open G-3-Q 1856.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55066.87 Day 42 2413.59 Open S-5-Q 6553.29 No Operations