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 19304.41 Day 56 584.20 Open A-5 1666.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15225.98 Day 56 9.12 Open CB-1 405.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107852.32 Day 56 5612.54 <30 Days CB-2 1335.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46618.72 Day 56 6122.95 30-90 Days CB-3 3930.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47659.06 Day 56 715.12 30-90 Days E-1 7132.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28218.78 Day 56 3442.54 Open E-2 1620.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96877.96 Day 56 7621.47 30-90 Days G-1 11834.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5314.09 Day 56 530.81 91-180 Days G-2 579.29 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20859.98 Day 56 2351.90 91-180 Days G-3 1972.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70685.08 Day 56 7937.38 30-90 Days IG-1 1248.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59147.04 Day 56 1872.72 30-90 Days IG-2 8123.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82487.44 Day 56 3396.38 30-90 Days S-1 3385.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51280.35 Day 56 5265.88 30-90 Days S-2 10190.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95114.32 Day 56 11476.68 91-180 Days S-3 7854.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50657.44 Day 56 305.33 30-90 Days S-4 5332.34 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26376.00 Day 56 2953.48 30-90 Days S-5 1613.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106480.85 Day 56 14845.85 91-180 Days S-6 20721.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109417.65 Day 56 7239.12 <30 Days S-7 15877.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108952.31 Day 57 14721.31 91-180 Days A-0-Q 5777.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92549.60 Day 57 671.13 91-180 Days A-1-Q 3991.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98145.37 Day 57 14136.64 30-90 Days A-2-Q 11656.45 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50418.56 Day 57 5360.45 Open A-3-Q 9768.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89478.12 Day 57 6408.95 30-90 Days A-4-Q 117.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105582.55 Day 57 12954.37 30-90 Days A-5-Q 13290.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71979.72 Day 57 958.63 Open CB-1-Q 10632.07 No Risk Management