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 33325.96 Day 51 2810.06 Open Y-4 5086.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103441.10 Day 51 8596.61 30-90 Days Z-1 7465.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24302.23 Day 51 1919.69 <30 Days A-2 4207.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29031.15 Day 51 2053.44 91-180 Days A-3 1882.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77720.05 Day 51 1322.48 91-180 Days A-4 7017.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105736.81 Day 51 9821.13 <30 Days A-5 14197.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12005.23 Day 51 979.10 <30 Days CB-1 2211.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43329.52 Day 51 3577.32 Open CB-2 1290.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80558.78 Day 51 9014.80 <30 Days CB-3 5446.24 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50083.08 Day 51 7413.61 <30 Days E-1 3817.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20792.17 Day 51 696.55 Open E-2 2436.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48030.01 Day 51 5666.39 30-90 Days G-1 5931.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105973.02 Day 51 7031.04 Open G-2 6243.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75037.88 Day 51 2115.27 Open G-3 135.83 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53739.35 Day 51 6975.40 Open IG-1 5795.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78231.36 Day 51 9916.82 30-90 Days IG-2 3294.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26323.47 Day 51 181.80 91-180 Days S-1 2216.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47575.45 Day 51 1016.76 <30 Days S-2 2126.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102996.22 Day 51 5560.00 91-180 Days S-3 9167.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31970.43 Day 51 1001.52 91-180 Days S-4 4076.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99063.77 Day 51 5655.01 Open S-5 9734.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62990.05 Day 51 5984.44 91-180 Days S-6 10552.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48781.86 Day 51 3031.82 91-180 Days S-7 67.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63704.06 Day 52 1933.09 30-90 Days A-0-Q 8084.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50673.59 Day 52 4098.76 91-180 Days A-1-Q 247.02 No Legal