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 45950.94 Day 47 497.56 Open L-6 8841.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19349.04 Day 47 574.05 Open L-7 1887.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108945.24 Day 47 5253.43 <30 Days L-8 2451.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85052.46 Day 47 10267.70 <30 Days L-9 7789.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82801.83 Day 47 5066.86 Open LC-1 16426.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94585.91 Day 47 9597.59 91-180 Days LC-2 12019.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103149.60 Day 47 10237.22 30-90 Days N-1 9195.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12220.87 Day 47 135.22 91-180 Days N-2 313.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15448.28 Day 47 2058.48 91-180 Days N-3 2047.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81259.63 Day 47 7384.77 <30 Days N-4 5816.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93204.54 Day 47 4312.32 Open N-5 5867.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39659.20 Day 47 3456.77 Open N-6 596.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45488.46 Day 47 747.35 91-180 Days N-7 2905.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5466.78 Day 47 730.11 91-180 Days P-1 940.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17181.56 Day 47 257.10 30-90 Days P-2 423.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34375.95 Day 47 3663.81 30-90 Days S-8 4141.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8051.20 Day 47 1046.50 <30 Days Y-1 667.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9942.27 Day 47 1413.50 30-90 Days Y-2 1869.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107081.12 Day 47 13550.08 30-90 Days Y-3 12556.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58723.27 Day 47 7470.64 <30 Days Y-4 1669.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65466.94 Day 47 77.47 30-90 Days Z-1 12193.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77358.65 Day 47 10336.77 91-180 Days A-2 9320.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81828.61 Day 47 11381.52 Open A-3 321.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21854.26 Day 47 2265.10 30-90 Days A-4 1206.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109469.02 Day 47 9448.15 <30 Days A-5 3620.56 Yes Liberty Mortgage Services Corp. Finance