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 89186.82 271 - 364 Days 7414.96 Open Y-2 1457.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106992.60 271 - 364 Days 7915.42 <30 Days Y-3 13899.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46262.09 271 - 364 Days 99.92 Open Y-4 9242.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4817.07 271 - 364 Days 329.20 <30 Days Z-1 886.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28216.35 271 - 364 Days 3739.13 91-180 Days A-2 2292.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48982.12 271 - 364 Days 2485.11 <30 Days A-3 7021.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58838.04 271 - 364 Days 8153.04 91-180 Days A-4 11209.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71646.17 271 - 364 Days 10469.64 Open A-5 3109.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38652.86 271 - 364 Days 4370.80 30-90 Days CB-1 2802.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80089.72 271 - 364 Days 10096.23 Open CB-2 15041.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82146.65 271 - 364 Days 2088.94 91-180 Days CB-3 8972.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23667.84 271 - 364 Days 2673.78 Open E-1 4617.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49731.44 271 - 364 Days 4163.79 <30 Days E-2 3860.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19169.87 271 - 364 Days 856.73 30-90 Days G-1 1189.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40197.27 271 - 364 Days 5689.66 Open G-2 3214.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64584.23 271 - 364 Days 3261.50 Open G-3 9512.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62240.70 271 - 364 Days 2614.03 Open IG-1 8057.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59274.44 271 - 364 Days 4925.59 30-90 Days IG-2 9672.87 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63111.12 271 - 364 Days 5660.86 Open S-1 4068.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47312.38 271 - 364 Days 4720.18 Open S-2 4873.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80098.99 271 - 364 Days 8183.60 Open S-3 9123.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65330.46 271 - 364 Days 8879.25 <30 Days S-4 4087.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36476.74 271 - 364 Days 4390.05 30-90 Days S-5 1742.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101526.27 271 - 364 Days 14816.00 91-180 Days S-6 5703.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41898.05 271 - 364 Days 4087.50 91-180 Days S-7 1998.12 Yes Liberty International Finance Ltd. Legal