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 68082.73 Day 49 2705.17 30-90 Days L-3 8258.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28995.17 Day 49 1613.55 30-90 Days L-4 839.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110255.98 Day 49 16231.17 30-90 Days L-5 18347.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97127.82 Day 49 4501.93 Open L-6 1623.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95156.19 Day 49 1818.06 91-180 Days L-7 10223.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41624.11 Day 49 5659.76 Open L-8 2644.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33.89 Day 49 0.40 <30 Days L-9 1.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78426.56 Day 49 9790.10 91-180 Days LC-1 3720.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52358.54 Day 49 7313.05 Open LC-2 6727.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85651.33 Day 49 5651.68 Open N-1 5376.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43490.17 Day 49 2871.04 91-180 Days N-2 6891.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103803.45 Day 49 819.91 30-90 Days N-3 5108.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109515.03 Day 49 15644.56 91-180 Days N-4 7801.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49109.63 Day 49 4372.96 Open N-5 94.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58761.68 Day 49 2602.10 <30 Days N-6 3850.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61059.23 Day 49 4629.84 91-180 Days N-7 2913.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43016.21 Day 49 2132.99 91-180 Days P-1 8400.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50894.44 Day 49 5030.18 30-90 Days P-2 8605.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37506.97 Day 49 3045.98 91-180 Days S-8 2921.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103258.83 Day 49 4305.23 30-90 Days Y-1 18612.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35318.93 Day 49 5280.28 Open Y-2 5611.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6300.06 Day 49 632.00 Open Y-3 986.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58709.12 Day 49 7210.32 Open Y-4 40.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63826.31 Day 49 9405.54 <30 Days Z-1 10848.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9834.77 Day 49 352.15 Open A-2 407.66 Yes Liberty International Finance Ltd. Risk Management