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 96276.51 Day 57 835.52 30-90 Days S-1 15673.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94035.15 Day 57 12640.36 30-90 Days S-2 12190.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87706.42 Day 57 3133.30 30-90 Days S-3 11166.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65842.93 Day 57 5808.83 91-180 Days S-4 4112.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105355.73 Day 57 12995.03 Open S-5 3972.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78468.98 Day 57 10963.45 30-90 Days S-6 12079.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68347.06 Day 57 1765.16 30-90 Days S-7 13243.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93114.19 Day 58 6124.57 91-180 Days A-0-Q 5058.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88751.50 Day 58 2892.65 91-180 Days A-1-Q 13492.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46403.49 Day 58 3799.43 91-180 Days A-2-Q 8314.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85361.49 Day 58 2432.42 <30 Days A-3-Q 858.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19247.45 Day 58 1848.48 30-90 Days A-4-Q 3843.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106067.85 Day 58 10684.26 Open A-5-Q 10461.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83105.03 Day 58 4338.81 <30 Days CB-1-Q 8496.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65163.87 Day 58 4764.00 91-180 Days CB-2-Q 6909.98 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21744.17 Day 58 2322.70 30-90 Days S-1-Q 3561.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85777.28 Day 58 9895.17 30-90 Days S-2-Q 13880.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19646.77 Day 58 1283.65 30-90 Days S-3-Q 3217.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30061.11 Day 58 2254.21 30-90 Days S-4-Q 1057.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21715.86 Day 58 2091.20 Open CB-3-Q 942.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8800.28 Day 58 905.69 91-180 Days G-1-Q 775.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104542.85 Day 58 7364.77 30-90 Days G-2-Q 11478.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83279.20 Day 58 382.47 Open G-3-Q 13629.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38567.17 Day 58 3364.81 <30 Days S-5-Q 5335.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19783.36 Day 58 932.19 30-90 Days S-6-Q 1355.26 No Operations