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 37594.76 83 - 90 Days 2682.41 91-180 Days S-3 6734.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78826.79 83 - 90 Days 3197.81 91-180 Days S-4 2171.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36346.37 83 - 90 Days 1195.94 Open S-5 3028.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23252.95 83 - 90 Days 749.22 Open S-6 4237.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76746.80 83 - 90 Days 1582.42 91-180 Days S-7 7133.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46810.64 91 - 120 Days 6312.22 <30 Days A-0-Q 3869.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 868.95 91 - 120 Days 2.81 30-90 Days A-1-Q 112.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113288.88 91 - 120 Days 5965.48 <30 Days A-2-Q 10721.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55706.44 91 - 120 Days 2411.03 <30 Days A-3-Q 3053.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87105.14 91 - 120 Days 11672.66 <30 Days A-4-Q 9128.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112590.60 91 - 120 Days 6634.83 <30 Days A-5-Q 3259.65 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106003.30 91 - 120 Days 13245.04 30-90 Days CB-1-Q 7215.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28896.02 91 - 120 Days 2053.81 <30 Days CB-2-Q 880.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76769.33 91 - 120 Days 8866.32 91-180 Days S-1-Q 1171.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85587.60 91 - 120 Days 3085.03 <30 Days S-2-Q 8082.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3726.52 91 - 120 Days 349.13 30-90 Days S-3-Q 120.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68512.52 91 - 120 Days 6761.05 30-90 Days S-4-Q 9103.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93114.46 91 - 120 Days 5187.66 <30 Days CB-3-Q 9619.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94673.91 91 - 120 Days 6578.16 Open G-1-Q 1087.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91695.42 91 - 120 Days 1030.60 30-90 Days G-2-Q 14639.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56020.52 91 - 120 Days 5467.24 Open G-3-Q 4848.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14772.17 91 - 120 Days 1535.19 <30 Days S-5-Q 682.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49873.30 91 - 120 Days 5094.48 <30 Days S-6-Q 741.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17818.64 91 - 120 Days 2016.82 91-180 Days S-7-Q 2218.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71216.26 91 - 120 Days 3644.99 91-180 Days E-1-Q 8926.29 Yes Liberty International Finance Ltd. Operations