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 97895.55 >2 Yr <= 3 Yr 2499.64 Open P-2 17050.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37586.93 >2 Yr <= 3 Yr 419.86 30-90 Days S-8 7316.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19445.55 >2 Yr <= 3 Yr 1725.41 Open Y-1 1178.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12394.89 >2 Yr <= 3 Yr 178.23 91-180 Days Y-2 1341.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40616.57 >2 Yr <= 3 Yr 5720.57 30-90 Days Y-3 1168.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9105.19 >2 Yr <= 3 Yr 337.73 <30 Days Y-4 1582.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58121.34 >2 Yr <= 3 Yr 1663.82 91-180 Days Z-1 9853.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18829.89 >2 Yr <= 3 Yr 289.51 Open A-2 902.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82621.28 >2 Yr <= 3 Yr 1811.38 91-180 Days A-3 10323.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50264.37 >2 Yr <= 3 Yr 5143.59 Open A-4 8772.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91931.89 >2 Yr <= 3 Yr 199.79 <30 Days A-5 1751.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15760.05 >2 Yr <= 3 Yr 1487.69 <30 Days CB-1 243.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24989.76 >2 Yr <= 3 Yr 2601.07 91-180 Days CB-2 4112.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23874.23 >2 Yr <= 3 Yr 1489.96 30-90 Days CB-3 2553.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15591.69 >2 Yr <= 3 Yr 1198.36 30-90 Days E-1 2732.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23283.98 >2 Yr <= 3 Yr 2367.52 30-90 Days E-2 4524.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76078.41 >2 Yr <= 3 Yr 11364.69 91-180 Days G-1 9.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37064.69 >2 Yr <= 3 Yr 2211.06 30-90 Days G-2 5513.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107647.26 >2 Yr <= 3 Yr 2867.47 <30 Days G-3 19504.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92908.98 >2 Yr <= 3 Yr 5039.64 30-90 Days IG-1 1006.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72933.63 >2 Yr <= 3 Yr 3321.65 91-180 Days IG-2 2334.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63051.85 >2 Yr <= 3 Yr 8122.09 30-90 Days S-1 20.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70815.10 >2 Yr <= 3 Yr 9274.68 91-180 Days S-2 918.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10657.97 >2 Yr <= 3 Yr 798.04 91-180 Days S-3 1921.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40770.13 >2 Yr <= 3 Yr 2307.35 91-180 Days S-4 3608.11 No Finance