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 100148.32 Day 60 10295.56 30-90 Days G-3-Q 9721.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33586.61 Day 60 4930.22 Open S-5-Q 2142.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107523.65 Day 60 11736.43 <30 Days S-6-Q 16745.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85558.33 Day 60 924.00 Open S-7-Q 13204.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62010.77 Day 60 1179.94 Open E-1-Q 7071.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21168.39 Day 60 1826.95 91-180 Days E-2-Q 989.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92974.71 Day 60 8297.21 Open IG-1-Q 12524.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82680.86 Day 60 10195.62 91-180 Days IG-2-Q 15286.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41856.18 Day 60 5389.21 30-90 Days C-1 5504.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15971.77 Day 60 1204.58 30-90 Days CB-4 3096.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13382.71 Day 60 422.24 91-180 Days E-10 1598.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35172.32 Day 60 2808.70 Open E-3 4721.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5098.79 Day 60 55.75 91-180 Days E-4 705.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32067.71 Day 60 1815.88 30-90 Days E-5 679.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94961.05 Day 60 2414.02 30-90 Days E-6 10104.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104763.17 Day 60 9639.30 30-90 Days E-7 2900.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59931.34 Day 60 8580.28 91-180 Days E-8 2879.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47675.43 Day 60 1364.15 Open E-9 6366.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2440.10 Day 60 193.46 Open G-4 215.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93067.33 Day 60 12465.18 Open IG-3 14467.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90683.36 Day 60 6806.67 Open IG-4 5353.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79100.13 Day 60 8169.33 30-90 Days IG-5 10970.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10856.18 Day 60 353.22 30-90 Days IG-6 1196.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102441.40 Day 60 8658.42 <30 Days IG-7 14651.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57799.68 Day 60 5429.58 <30 Days IG-8 7379.02 No Treasury