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 Yes 93344.29 Day 46 6531.13 <30 Days S-4-Q 1897.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3145.64 Day 46 373.62 Open CB-3-Q 68.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10520.88 Day 46 909.83 30-90 Days G-1-Q 65.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112469.20 Day 46 4179.65 Open G-2-Q 9014.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40672.19 Day 46 3947.50 <30 Days G-3-Q 5521.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3927.42 Day 46 430.86 <30 Days S-5-Q 322.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12870.73 Day 46 1072.40 91-180 Days S-6-Q 753.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88816.03 Day 46 8143.74 Open S-7-Q 10067.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49846.29 Day 46 5843.61 91-180 Days E-1-Q 1794.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100179.65 Day 46 237.97 Open E-2-Q 11738.17 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69575.85 Day 46 75.45 Open IG-1-Q 7773.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82309.27 Day 46 3109.37 30-90 Days IG-2-Q 16341.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80522.56 Day 46 3803.55 Open C-1 10918.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27586.25 Day 46 1342.15 <30 Days CB-4 5214.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11980.56 Day 46 1236.88 <30 Days E-10 943.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77104.27 Day 46 4198.83 30-90 Days E-3 94.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104646.84 Day 46 11119.48 91-180 Days E-4 13661.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24497.31 Day 46 3140.86 <30 Days E-5 618.19 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57930.35 Day 46 3220.17 <30 Days E-6 2314.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33027.64 Day 46 2557.62 <30 Days E-7 1607.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111820.97 Day 46 10748.87 91-180 Days E-8 15040.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95922.65 Day 46 13387.51 <30 Days E-9 17583.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86691.88 Day 46 1352.04 <30 Days G-4 14314.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106212.02 Day 46 15276.39 91-180 Days IG-3 15367.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62050.71 Day 46 3640.41 91-180 Days IG-4 12317.53 No Treasury