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 38716.98 Day 38 315.45 91-180 Days G-1-Q 2857.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40178.32 Day 38 5734.70 30-90 Days G-2-Q 3450.96 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39522.61 Day 38 4724.46 30-90 Days G-3-Q 4331.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2342.61 Day 38 103.51 Open S-5-Q 441.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67022.57 Day 38 8283.73 Open S-6-Q 3437.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34884.36 Day 38 2319.51 Open S-7-Q 6102.29 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2489.31 Day 38 123.68 Open E-1-Q 325.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55180.08 Day 38 947.71 91-180 Days E-2-Q 9102.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6911.70 Day 38 145.49 Open IG-1-Q 75.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89480.70 Day 38 13345.13 30-90 Days IG-2-Q 7527.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79218.97 Day 38 6169.04 <30 Days C-1 10247.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43841.10 Day 38 3978.04 30-90 Days CB-4 7768.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3314.82 Day 38 375.87 <30 Days E-10 109.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83431.12 Day 38 8892.69 <30 Days E-3 9412.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113314.41 Day 38 4374.17 Open E-4 18553.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58682.25 Day 38 8778.32 91-180 Days E-5 10334.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110361.67 Day 38 2340.13 <30 Days E-6 10825.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113422.91 Day 38 13969.50 91-180 Days E-7 10751.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15090.79 Day 38 1813.66 91-180 Days E-8 2764.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85738.63 Day 38 7070.55 Open E-9 1746.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100546.76 Day 38 6031.17 30-90 Days G-4 9014.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77872.79 Day 38 5999.36 <30 Days IG-3 10223.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88078.52 Day 38 7197.09 91-180 Days IG-4 15426.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61353.83 Day 38 4340.79 <30 Days IG-5 63.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54514.70 Day 38 8000.43 <30 Days IG-6 5607.50 Yes Liberty Capital Markets Inc. Legal