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 81652.81 Day 46 7333.57 30-90 Days S-5 16299.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89661.39 Day 46 320.51 30-90 Days S-6 14584.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 927.37 Day 46 96.52 30-90 Days S-7 21.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11753.26 Day 47 756.20 <30 Days A-0-Q 137.16 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109154.93 Day 47 6895.04 Open A-1-Q 12786.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28873.41 Day 47 587.30 30-90 Days A-2-Q 5702.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19791.89 Day 47 527.10 <30 Days A-3-Q 474.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20984.25 Day 47 460.96 91-180 Days A-4-Q 3443.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94674.95 Day 47 2342.91 30-90 Days A-5-Q 7373.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52134.63 Day 47 4498.82 <30 Days CB-1-Q 1550.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110803.32 Day 47 10299.38 91-180 Days CB-2-Q 13634.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62773.66 Day 47 7250.66 <30 Days S-1-Q 9873.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61534.27 Day 47 1689.92 <30 Days S-2-Q 650.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85776.77 Day 47 2427.98 30-90 Days S-3-Q 11066.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72725.89 Day 47 8871.56 30-90 Days S-4-Q 5298.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39804.39 Day 47 740.71 Open CB-3-Q 2766.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88745.91 Day 47 9052.32 Open G-1-Q 16035.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30879.01 Day 47 4053.45 <30 Days G-2-Q 2977.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79518.85 Day 47 8014.93 Open G-3-Q 625.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71450.34 Day 47 10324.44 30-90 Days S-5-Q 11626.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61413.35 Day 47 757.97 Open S-6-Q 1466.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3727.26 Day 47 285.62 91-180 Days S-7-Q 331.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 568.69 Day 47 30.63 30-90 Days E-1-Q 7.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59211.85 Day 47 5147.84 30-90 Days E-2-Q 6989.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106508.41 Day 47 14618.31 Open IG-1-Q 5423.52 No Treasury