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 64372.96 >= 1 Yr <= 2 Yr 4650.40 91-180 Days E-1 10249.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65867.33 >= 1 Yr <= 2 Yr 6279.81 30-90 Days E-2 7280.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50317.35 >= 1 Yr <= 2 Yr 38.79 Open G-1 9354.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65934.19 >= 1 Yr <= 2 Yr 7480.90 Open G-2 2716.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37540.02 >= 1 Yr <= 2 Yr 4894.35 <30 Days G-3 6974.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61133.88 >= 1 Yr <= 2 Yr 1313.00 30-90 Days IG-1 10555.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62499.49 >= 1 Yr <= 2 Yr 5759.44 Open IG-2 6681.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10358.41 >= 1 Yr <= 2 Yr 601.53 Open S-1 2059.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78241.69 >= 1 Yr <= 2 Yr 4522.78 <30 Days S-2 248.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94814.15 >= 1 Yr <= 2 Yr 7149.12 30-90 Days S-3 16171.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66705.80 >= 1 Yr <= 2 Yr 6530.70 <30 Days S-4 2897.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52828.33 >= 1 Yr <= 2 Yr 2397.26 <30 Days S-5 8820.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29299.99 >= 1 Yr <= 2 Yr 3395.23 30-90 Days S-6 3606.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63381.35 >= 1 Yr <= 2 Yr 6761.36 <30 Days S-7 7538.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58690.13 >2 Yr <= 3 Yr 8267.76 30-90 Days A-0-Q 6952.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99224.74 >2 Yr <= 3 Yr 4237.03 Open A-1-Q 4729.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49320.86 >2 Yr <= 3 Yr 2003.57 91-180 Days A-2-Q 5390.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12225.25 >2 Yr <= 3 Yr 1365.59 Open A-3-Q 1341.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2117.19 >2 Yr <= 3 Yr 170.16 Open A-4-Q 319.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1396.20 >2 Yr <= 3 Yr 122.91 Open A-5-Q 155.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5171.04 >2 Yr <= 3 Yr 13.55 Open CB-1-Q 366.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96700.47 >2 Yr <= 3 Yr 1422.40 Open CB-2-Q 8886.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40588.74 >2 Yr <= 3 Yr 3271.94 91-180 Days S-1-Q 7483.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83040.08 >2 Yr <= 3 Yr 8553.14 <30 Days S-2-Q 5746.55 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10119.26 >2 Yr <= 3 Yr 313.18 <30 Days S-3-Q 600.64 Yes Liberty Wealth Management LLC Operations