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 98524.58 Day 45 13292.04 30-90 Days E-10 10683.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14943.84 Day 45 2030.13 <30 Days E-3 1733.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68092.81 Day 45 4310.67 Open E-4 3750.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54453.24 Day 45 4797.76 <30 Days E-5 4657.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37235.92 Day 45 2595.44 Open E-6 446.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70315.91 Day 45 3881.43 91-180 Days E-7 371.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20421.60 Day 45 237.90 <30 Days E-8 2431.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86881.98 Day 45 9182.90 91-180 Days E-9 16197.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99094.98 Day 45 482.37 Open G-4 4347.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15317.02 Day 45 300.75 <30 Days IG-3 555.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15116.65 Day 45 770.78 <30 Days IG-4 406.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105801.36 Day 45 3325.38 Open IG-5 3172.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77795.86 Day 45 2967.74 30-90 Days IG-6 13384.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74532.69 Day 45 1194.91 30-90 Days IG-7 6545.10 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30858.78 Day 45 1906.53 30-90 Days IG-8 1216.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57728.65 Day 45 4039.62 <30 Days L-1 6367.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66392.34 Day 45 1385.20 <30 Days L-10 12049.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47998.34 Day 45 3967.22 91-180 Days L-11 2937.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56694.90 Day 45 8290.25 <30 Days L-2 7825.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52323.13 Day 45 817.08 <30 Days L-3 3797.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74360.57 Day 45 7709.73 30-90 Days L-4 14409.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74647.95 Day 45 6397.24 91-180 Days L-5 3478.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92099.16 Day 45 7228.45 Open L-6 10586.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56302.28 Day 45 5323.31 Open L-7 2409.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100051.99 Day 45 8034.74 91-180 Days L-8 5607.18 No Risk Management