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 25451.86 Day 55 3102.53 <30 Days S-4 1899.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5505.41 Day 55 46.69 91-180 Days S-5 601.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26597.01 Day 55 2713.83 91-180 Days S-6 2162.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56899.21 Day 55 8273.45 91-180 Days S-7 1136.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76200.95 Day 56 664.62 91-180 Days A-0-Q 8947.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69347.09 Day 56 5055.01 30-90 Days A-1-Q 355.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3421.61 Day 56 412.62 30-90 Days A-2-Q 460.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29317.61 Day 56 208.86 <30 Days A-3-Q 5846.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112433.58 Day 56 6741.59 91-180 Days A-4-Q 17632.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17775.09 Day 56 2014.36 30-90 Days A-5-Q 1580.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44026.38 Day 56 4562.53 91-180 Days CB-1-Q 8565.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58765.04 Day 56 7371.09 <30 Days CB-2-Q 387.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69847.66 Day 56 3573.70 Open S-1-Q 12146.99 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102589.58 Day 56 9616.02 Open S-2-Q 4276.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100832.80 Day 56 10154.86 <30 Days S-3-Q 13079.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31301.81 Day 56 3639.00 <30 Days S-4-Q 5980.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104401.53 Day 56 14200.18 <30 Days CB-3-Q 10947.02 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96700.68 Day 56 10474.93 30-90 Days G-1-Q 14002.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64353.77 Day 56 5323.81 <30 Days G-2-Q 1783.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20262.65 Day 56 1170.40 91-180 Days G-3-Q 1593.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19146.81 Day 56 121.07 <30 Days S-5-Q 2912.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67449.81 Day 56 9140.33 30-90 Days S-6-Q 268.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100515.99 Day 56 14138.97 91-180 Days S-7-Q 1947.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8332.59 Day 56 835.67 <30 Days E-1-Q 1290.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11007.09 Day 56 1492.46 91-180 Days E-2-Q 425.95 Yes Liberty Wealth Management LLC Risk Management