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 Non-Financial Corporate Yes 41253.72 Day 42 5109.49 Open A-4-Q 1948.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 53401.91 Day 42 250.21 Open A-5-Q 7804.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 104263.15 Day 42 6916.87 91-180 Days CB-1-Q 18267.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 91490.07 Day 42 1760.25 <30 Days CB-2-Q 16368.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 50281.08 Day 42 667.98 91-180 Days S-1-Q 2599.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 54740.08 Day 42 1319.21 91-180 Days S-2-Q 8296.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 47314.06 Day 42 3069.60 30-90 Days S-3-Q 6991.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21705.78 Day 42 2662.62 30-90 Days S-4-Q 651.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 34485.75 Day 42 350.41 <30 Days CB-3-Q 3631.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 33991.01 Day 42 4137.89 Open G-1-Q 5718.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 95787.24 Day 42 4122.00 91-180 Days G-2-Q 15330.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102984.49 Day 42 12844.69 <30 Days G-3-Q 3268.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 76913.71 Day 42 3679.99 30-90 Days S-5-Q 12765.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 76427.30 Day 42 2618.91 91-180 Days S-6-Q 5032.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 82102.42 Day 42 7080.27 30-90 Days S-7-Q 9891.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 38273.68 Day 42 1582.36 <30 Days E-1-Q 4632.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 59833.79 Day 42 6700.47 <30 Days E-2-Q 6306.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 46725.16 Day 42 6733.29 <30 Days IG-1-Q 7894.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 67402.35 Day 42 3029.42 91-180 Days IG-2-Q 1099.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21244.38 Day 42 1292.30 Open C-1 3387.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 86814.98 Day 42 4503.18 30-90 Days CB-4 849.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 19102.06 Day 42 479.08 30-90 Days E-10 3126.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 16470.12 Day 42 940.04 <30 Days E-3 2486.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21899.19 Day 42 2753.25 Open E-4 2731.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 60978.92 Day 42 40.71 91-180 Days E-5 2895.33 No Legal