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 2703.39 >5 Yr 109.62 30-90 Days E-1-Q 382.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83070.81 >5 Yr 5266.37 91-180 Days E-2-Q 2542.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54521.53 >5 Yr 6385.70 30-90 Days IG-1-Q 5188.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22356.56 >5 Yr 2488.07 30-90 Days IG-2-Q 3998.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85248.50 >5 Yr 3353.09 91-180 Days C-1 1332.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79273.95 >5 Yr 8622.64 91-180 Days CB-4 3912.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100757.11 >5 Yr 9613.00 91-180 Days E-10 17525.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92275.66 >5 Yr 12924.19 91-180 Days E-3 1369.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80200.80 >5 Yr 10072.09 91-180 Days E-4 8956.40 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44926.26 >5 Yr 787.07 30-90 Days E-5 7596.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83840.66 >5 Yr 10125.22 Open E-6 7882.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104983.97 >5 Yr 14170.81 30-90 Days E-7 16199.33 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93294.70 >5 Yr 1179.75 <30 Days E-8 3199.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32841.10 >5 Yr 4006.95 <30 Days E-9 376.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25882.44 >5 Yr 1821.74 91-180 Days G-4 3678.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5116.73 >5 Yr 39.72 30-90 Days IG-3 378.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73530.94 >5 Yr 7905.46 91-180 Days IG-4 13190.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43043.31 >5 Yr 6162.65 30-90 Days IG-5 6386.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108003.11 >5 Yr 4280.45 <30 Days IG-6 5386.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1649.70 >5 Yr 166.75 Open IG-7 199.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39699.18 >5 Yr 5784.94 Open IG-8 5741.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69566.67 >5 Yr 2791.97 30-90 Days L-1 5823.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77026.18 >5 Yr 8736.90 <30 Days L-10 5529.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78504.29 >5 Yr 11143.52 Open L-11 2001.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34953.39 >5 Yr 1573.53 91-180 Days L-2 5144.11 Yes Liberty Capital Markets Inc. Treasury