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 No 61652.15 Day 35 1818.18 Open IG-1 6549.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4891.29 Day 35 593.04 Open IG-2 795.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18698.12 Day 35 1035.44 30-90 Days S-1 486.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85658.95 Day 35 6232.42 <30 Days S-2 8736.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73667.27 Day 35 1711.79 30-90 Days S-3 14626.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31523.16 Day 35 2818.13 91-180 Days S-4 2018.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106935.29 Day 35 5019.44 <30 Days S-5 8079.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94931.79 Day 35 636.58 Open S-6 14957.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49841.26 Day 35 4508.05 30-90 Days S-7 225.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112359.32 Day 36 852.53 30-90 Days A-0-Q 11350.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77575.35 Day 36 4425.67 91-180 Days A-1-Q 13541.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54317.04 Day 36 2081.68 91-180 Days A-2-Q 4956.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75660.19 Day 36 7424.81 30-90 Days A-3-Q 6428.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88015.47 Day 36 4411.38 <30 Days A-4-Q 1898.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52989.37 Day 36 1205.83 <30 Days A-5-Q 9867.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48278.94 Day 36 2233.88 <30 Days CB-1-Q 3574.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55701.51 Day 36 6354.05 30-90 Days CB-2-Q 9590.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27278.35 Day 36 1271.53 30-90 Days S-1-Q 4881.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27961.74 Day 36 2358.59 91-180 Days S-2-Q 4035.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3173.15 Day 36 292.82 91-180 Days S-3-Q 415.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68166.02 Day 36 7900.25 91-180 Days S-4-Q 1978.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32581.61 Day 36 600.63 <30 Days CB-3-Q 4622.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91442.86 Day 36 6691.15 <30 Days G-1-Q 7733.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23388.64 Day 36 482.97 Open G-2-Q 775.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11868.00 Day 36 59.46 <30 Days G-3-Q 996.94 No Risk Management