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 Retail Yes 4936.80 Day 29 448.81 <30 Days IG-8 786.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87115.58 Day 29 3325.86 91-180 Days L-1 11453.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23637.54 Day 29 2663.96 30-90 Days L-10 1127.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7404.74 Day 29 595.12 Open L-11 44.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46281.11 Day 29 436.84 <30 Days L-2 4192.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57700.00 Day 29 8262.52 30-90 Days L-3 8095.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72699.10 Day 29 10618.20 91-180 Days L-4 9740.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13222.17 Day 29 949.78 <30 Days L-5 452.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18253.56 Day 29 298.77 91-180 Days L-6 2184.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66119.20 Day 29 1219.32 30-90 Days L-7 9969.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66188.53 Day 29 8915.49 <30 Days L-8 6133.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66383.02 Day 29 32.26 <30 Days L-9 6959.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103148.71 Day 29 14277.08 <30 Days LC-1 15056.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102806.06 Day 29 15334.63 30-90 Days LC-2 5348.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71303.42 Day 29 469.63 30-90 Days N-1 11333.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77144.81 Day 29 1084.35 30-90 Days N-2 14049.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75817.10 Day 29 2934.11 <30 Days N-3 4550.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84089.77 Day 29 9398.44 30-90 Days N-4 16577.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66370.22 Day 29 8882.74 30-90 Days N-5 11490.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95318.07 Day 29 8650.07 <30 Days N-6 2620.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101282.61 Day 29 13068.71 <30 Days N-7 383.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24506.34 Day 29 1179.72 91-180 Days P-1 2770.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62491.16 Day 29 3616.19 91-180 Days P-2 12322.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57506.63 Day 29 7022.72 Open S-8 4879.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44275.69 Day 29 1995.71 91-180 Days Y-1 4299.80 No Risk Management