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 6465.33 Day 51 429.98 91-180 Days S-5-Q 1128.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61219.96 Day 51 2992.87 <30 Days S-6-Q 2086.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33276.05 Day 51 1496.62 30-90 Days S-7-Q 5820.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12710.63 Day 51 825.42 Open E-1-Q 1515.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87996.61 Day 51 10710.64 <30 Days E-2-Q 115.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101901.64 Day 51 2172.95 30-90 Days IG-1-Q 14864.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101420.32 Day 51 4574.34 30-90 Days IG-2-Q 13997.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67112.10 Day 51 529.67 <30 Days C-1 3948.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2667.63 Day 51 238.90 Open CB-4 349.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111784.94 Day 51 7588.59 91-180 Days E-10 4921.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14015.75 Day 51 596.82 Open E-3 2491.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109899.80 Day 51 485.05 Open E-4 2537.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30527.60 Day 51 332.39 Open E-5 4572.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11287.79 Day 51 382.25 30-90 Days E-6 1128.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52007.05 Day 51 7084.60 Open E-7 9862.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107142.81 Day 51 1462.30 <30 Days E-8 18136.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71870.93 Day 51 2078.95 91-180 Days E-9 2676.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91296.27 Day 51 10525.32 30-90 Days G-4 10034.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27409.38 Day 51 3636.90 30-90 Days IG-3 2477.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74069.34 Day 51 10296.28 Open IG-4 7134.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95154.38 Day 51 8108.14 <30 Days IG-5 2413.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79759.66 Day 51 11082.20 Open IG-6 15116.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35588.82 Day 51 3555.73 91-180 Days IG-7 1806.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48226.58 Day 51 4463.03 91-180 Days IG-8 2843.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95321.96 Day 51 6355.55 91-180 Days L-1 9521.82 No Legal