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 82158.94 Day 56 4664.27 Open IG-1-Q 11006.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60420.71 Day 56 1573.25 <30 Days IG-2-Q 4092.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1917.69 Day 56 4.54 30-90 Days C-1 113.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77829.77 Day 56 10290.01 <30 Days CB-4 10789.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23043.20 Day 56 1981.49 <30 Days E-10 3394.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55514.88 Day 56 6098.80 <30 Days E-3 10390.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33167.39 Day 56 4772.80 <30 Days E-4 1936.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26886.82 Day 56 725.87 <30 Days E-5 3278.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65456.93 Day 56 7721.71 91-180 Days E-6 2005.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110622.72 Day 56 2593.24 Open E-7 10094.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47627.23 Day 56 3934.08 30-90 Days E-8 7078.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109372.88 Day 56 5868.41 30-90 Days E-9 16062.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33473.34 Day 56 3485.59 <30 Days G-4 5762.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26317.17 Day 56 1135.50 <30 Days IG-3 938.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89345.92 Day 56 3211.31 30-90 Days IG-4 12024.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63174.10 Day 56 1722.77 91-180 Days IG-5 3764.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1589.80 Day 56 68.19 Open IG-6 99.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73349.06 Day 56 10853.04 <30 Days IG-7 8499.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49396.56 Day 56 3675.27 30-90 Days IG-8 3761.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23944.07 Day 56 2605.14 30-90 Days L-1 4759.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41125.71 Day 56 4645.34 91-180 Days L-10 6623.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104377.76 Day 56 6156.28 Open L-11 18320.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91886.94 Day 56 5780.88 Open L-2 16523.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3621.05 Day 56 125.01 Open L-3 589.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49064.81 Day 56 6959.28 <30 Days L-4 7472.33 Yes Liberty Capital Markets Inc. Operations