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 105126.57 Day 58 11520.04 30-90 Days A-2 13936.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71259.20 Day 58 8822.20 91-180 Days A-3 8401.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62642.43 Day 58 3686.87 30-90 Days A-4 1008.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46338.91 Day 58 2428.04 91-180 Days A-5 7954.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57977.12 Day 58 1271.17 91-180 Days CB-1 7183.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53853.61 Day 58 6614.29 <30 Days CB-2 10247.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73603.75 Day 58 450.06 <30 Days CB-3 14080.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57410.45 Day 58 7931.30 30-90 Days E-1 7959.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38215.42 Day 58 2279.19 <30 Days E-2 6967.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77746.04 Day 58 7012.33 <30 Days G-1 12614.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71672.00 Day 58 8776.95 Open G-2 11614.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6644.22 Day 58 514.35 <30 Days G-3 571.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108148.79 Day 58 1487.17 91-180 Days IG-1 1313.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113521.34 Day 58 12653.63 91-180 Days IG-2 21122.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2253.12 Day 58 103.53 30-90 Days S-1 164.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25643.24 Day 58 2584.22 91-180 Days S-2 304.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30322.68 Day 58 1793.29 30-90 Days S-3 4071.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61642.19 Day 58 4090.50 <30 Days S-4 4398.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86976.17 Day 58 5340.84 Open S-5 2337.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33705.18 Day 58 4562.29 Open S-6 4292.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99032.71 Day 58 4863.28 Open S-7 5012.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106584.80 Day 59 4516.68 30-90 Days A-0-Q 484.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15755.35 Day 59 1539.15 91-180 Days A-1-Q 2438.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15402.15 Day 59 969.38 <30 Days A-2-Q 742.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72917.02 Day 59 566.75 91-180 Days A-3-Q 7667.56 Yes Liberty Mortgage Services Corp. Risk Management