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 92195.74 Day 53 2538.32 91-180 Days Y-1 11641.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15033.40 Day 53 2051.41 Open Y-2 1765.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41199.40 Day 53 5399.66 91-180 Days Y-3 7033.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26439.63 Day 53 460.98 30-90 Days Y-4 105.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1496.86 Day 53 180.26 <30 Days Z-1 271.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 770.81 Day 53 41.03 91-180 Days A-2 12.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5733.97 Day 53 4.99 Open A-3 1124.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104918.92 Day 53 14699.53 30-90 Days A-4 4320.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102986.46 Day 53 4859.90 30-90 Days A-5 2002.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29775.95 Day 53 1661.53 Open CB-1 5242.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99305.91 Day 53 347.79 91-180 Days CB-2 2828.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39091.49 Day 53 5850.07 30-90 Days CB-3 1596.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 344.28 Day 53 34.35 <30 Days E-1 44.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102421.79 Day 53 4848.31 91-180 Days E-2 5516.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33773.91 Day 53 2606.87 91-180 Days G-1 4493.97 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38049.53 Day 53 941.71 Open G-2 5436.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33839.99 Day 53 507.07 30-90 Days G-3 4255.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65367.84 Day 53 2150.83 <30 Days IG-1 6183.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9426.48 Day 53 1285.96 <30 Days IG-2 913.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24577.78 Day 53 3583.55 91-180 Days S-1 909.64 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76100.21 Day 53 4231.10 <30 Days S-2 5005.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55216.45 Day 53 1367.03 Open S-3 6707.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66052.98 Day 53 3392.71 <30 Days S-4 5754.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44343.71 Day 53 1458.95 30-90 Days S-5 4916.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87636.19 Day 53 6358.76 <30 Days S-6 17505.96 Yes Liberty Capital Markets Inc. Legal