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 34783.17 Day 60 5193.87 Open Y-3 5930.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93691.39 Day 60 3770.81 <30 Days Y-4 12404.87 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34027.53 Day 60 2254.88 Open Z-1 1117.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52074.10 Day 60 2016.89 30-90 Days A-2 1794.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28971.78 Day 60 2752.86 Open A-3 3251.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102325.36 Day 60 7191.35 91-180 Days A-4 11461.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23761.09 Day 60 2785.07 91-180 Days A-5 1322.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57452.87 Day 60 2615.60 91-180 Days CB-1 6805.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85029.19 Day 60 913.68 91-180 Days CB-2 2668.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35292.49 Day 60 690.69 Open CB-3 1796.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86489.74 Day 60 12508.54 91-180 Days E-1 9328.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43462.80 Day 60 5315.05 Open E-2 886.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87422.95 Day 60 8744.36 <30 Days G-1 15203.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26200.08 Day 60 1815.90 91-180 Days G-2 1382.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41824.96 Day 60 3338.77 <30 Days G-3 4299.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 643.26 Day 60 36.23 30-90 Days IG-1 77.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19159.12 Day 60 1762.80 <30 Days IG-2 3711.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35952.98 Day 60 2684.86 Open S-1 6374.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92341.58 Day 60 12900.84 30-90 Days S-2 7003.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69177.53 Day 60 726.47 <30 Days S-3 13444.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63948.76 Day 60 2342.38 30-90 Days S-4 1719.87 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75953.88 Day 60 8977.69 91-180 Days S-5 6976.78 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55472.80 Day 60 2765.78 91-180 Days S-6 5797.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96879.26 Day 60 9456.71 Open S-7 1927.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1821.79 61 - 67 Days 143.91 30-90 Days A-0-Q 242.17 Yes Liberty Wealth Management LLC Treasury