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 20688.49 Day 58 1918.45 91-180 Days L-2 1398.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33014.05 Day 58 1606.95 Open L-3 2481.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41533.72 Day 58 4735.88 <30 Days L-4 3140.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83183.27 Day 58 3033.90 30-90 Days L-5 2552.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11052.30 Day 58 68.20 Open L-6 2183.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68519.48 Day 58 2322.73 30-90 Days L-7 5982.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80811.07 Day 58 11435.47 <30 Days L-8 704.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63024.78 Day 58 4493.08 91-180 Days L-9 9349.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48777.89 Day 58 421.83 30-90 Days LC-1 5290.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3667.39 Day 58 141.73 30-90 Days LC-2 363.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80677.98 Day 58 7363.61 30-90 Days N-1 8750.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76706.17 Day 58 10864.90 30-90 Days N-2 3124.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73839.84 Day 58 7213.69 Open N-3 2607.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4881.71 Day 58 363.53 30-90 Days N-4 737.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85794.65 Day 58 9171.24 <30 Days N-5 3269.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17980.78 Day 58 439.62 <30 Days N-6 2802.56 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83750.41 Day 58 5998.51 91-180 Days N-7 15012.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35195.11 Day 58 255.34 <30 Days P-1 4044.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35822.99 Day 58 3642.99 30-90 Days P-2 2124.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62511.99 Day 58 7935.80 <30 Days S-8 400.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50400.67 Day 58 6647.90 91-180 Days Y-1 7308.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98626.16 Day 58 2777.52 Open Y-2 10090.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29747.04 Day 58 3427.83 91-180 Days Y-3 4676.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110399.69 Day 58 3330.75 91-180 Days Y-4 7671.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41323.23 Day 58 3462.47 Open Z-1 3753.82 No Operations