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 7023.22 Day 52 573.39 Open LC-2 95.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4736.51 Day 52 60.63 91-180 Days N-1 102.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106810.63 Day 52 9710.04 91-180 Days N-2 3271.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9182.83 Day 52 473.74 91-180 Days N-3 1791.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35289.06 Day 52 184.09 30-90 Days N-4 5896.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62530.93 Day 52 75.27 <30 Days N-5 7229.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44267.23 Day 52 485.42 30-90 Days N-6 6733.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94025.41 Day 52 11400.86 91-180 Days N-7 13240.60 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71329.90 Day 52 8559.77 91-180 Days P-1 7993.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92821.94 Day 52 13731.89 91-180 Days P-2 18402.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63743.37 Day 52 8141.14 <30 Days S-8 9803.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113600.31 Day 52 6753.66 30-90 Days Y-1 6273.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62352.95 Day 52 9298.63 Open Y-2 2467.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19291.24 Day 52 719.16 Open Y-3 3740.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50040.62 Day 52 6850.68 30-90 Days Y-4 3356.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51941.85 Day 52 5372.55 30-90 Days Z-1 3411.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21557.83 Day 52 2823.02 Open A-2 1379.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55586.24 Day 52 7186.68 <30 Days A-3 7962.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112245.34 Day 52 14409.67 30-90 Days A-4 16783.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87417.86 Day 52 6539.59 30-90 Days A-5 17128.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54179.69 Day 52 3516.80 91-180 Days CB-1 5904.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61813.84 Day 52 90.47 30-90 Days CB-2 11607.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94632.39 Day 52 129.26 <30 Days CB-3 994.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101862.83 Day 52 15070.70 Open E-1 19622.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68246.57 Day 52 7388.97 <30 Days E-2 2019.13 No Treasury