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 No 59151.79 >4 Yr <= 5 Yr 6625.92 Open S-2 7855.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90223.10 >4 Yr <= 5 Yr 12578.55 Open S-3 9063.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46153.03 >4 Yr <= 5 Yr 2171.73 Open S-4 8719.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71171.93 >4 Yr <= 5 Yr 5268.68 <30 Days S-5 8338.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63145.07 >4 Yr <= 5 Yr 4255.44 <30 Days S-6 10731.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49814.24 >4 Yr <= 5 Yr 4436.37 <30 Days S-7 3915.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16043.63 >5 Yr 1659.44 Open A-0-Q 1152.08 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26708.23 >5 Yr 1513.07 Open A-1-Q 2744.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52571.74 >5 Yr 3312.07 30-90 Days A-2-Q 5762.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107770.70 >5 Yr 2911.97 30-90 Days A-3-Q 5410.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17781.20 >5 Yr 700.62 <30 Days A-4-Q 1169.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109290.03 >5 Yr 9338.92 91-180 Days A-5-Q 21712.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98513.14 >5 Yr 4468.61 91-180 Days CB-1-Q 477.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27987.72 >5 Yr 2495.11 Open CB-2-Q 5148.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42958.67 >5 Yr 4639.92 Open S-1-Q 5810.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57846.34 >5 Yr 5668.55 <30 Days S-2-Q 6936.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29426.35 >5 Yr 1036.81 <30 Days S-3-Q 4214.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21927.22 >5 Yr 1902.64 30-90 Days S-4-Q 3531.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96639.63 >5 Yr 12775.55 30-90 Days CB-3-Q 7872.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105143.34 >5 Yr 2250.04 30-90 Days G-1-Q 16218.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43542.27 >5 Yr 1336.21 30-90 Days G-2-Q 8303.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53775.81 >5 Yr 5730.45 <30 Days G-3-Q 6528.19 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33325.92 >5 Yr 952.06 30-90 Days S-5-Q 1510.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25726.86 >5 Yr 868.92 <30 Days S-6-Q 357.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94598.17 >5 Yr 9336.03 Open S-7-Q 9012.37 No Operations