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 69424.75 Day 52 6197.39 <30 Days G-1 636.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47683.91 Day 52 3293.69 91-180 Days G-2 4850.03 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59286.25 Day 52 8577.99 30-90 Days G-3 10957.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83425.49 Day 52 1198.88 Open IG-1 11185.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95488.64 Day 52 8348.60 91-180 Days IG-2 10707.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9765.07 Day 52 648.33 30-90 Days S-1 652.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12184.01 Day 52 382.92 30-90 Days S-2 1767.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24778.59 Day 52 2047.58 91-180 Days S-3 4826.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38502.81 Day 52 221.75 91-180 Days S-4 2191.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13776.07 Day 52 1318.89 Open S-5 1264.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4227.93 Day 52 449.52 Open S-6 173.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38295.66 Day 52 3229.43 Open S-7 2441.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96668.02 Day 53 1942.37 Open A-0-Q 19056.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19135.11 Day 53 2847.58 <30 Days A-1-Q 51.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109887.97 Day 53 7223.63 30-90 Days A-2-Q 8754.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25261.74 Day 53 702.25 Open A-3-Q 2982.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57660.41 Day 53 1385.72 91-180 Days A-4-Q 5592.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25805.42 Day 53 3279.96 Open A-5-Q 3084.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34006.49 Day 53 4915.87 Open CB-1-Q 439.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69615.80 Day 53 7819.48 30-90 Days CB-2-Q 11471.45 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101309.16 Day 53 1629.41 91-180 Days S-1-Q 9342.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99403.24 Day 53 5389.79 91-180 Days S-2-Q 12135.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44894.21 Day 53 595.05 <30 Days S-3-Q 610.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111221.90 Day 53 7626.09 Open S-4-Q 9248.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1357.46 Day 53 25.04 91-180 Days CB-3-Q 29.33 No Treasury