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 82390.17 Day 2 7146.37 30-90 Days L-11 13268.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65324.25 Day 2 7231.80 <30 Days L-2 12653.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72143.84 Day 2 5809.92 91-180 Days L-3 11748.68 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19901.85 Day 2 2833.47 30-90 Days L-4 1404.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72093.59 Day 2 2529.23 30-90 Days L-5 12866.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75308.10 Day 2 3335.27 91-180 Days L-6 13762.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31561.17 Day 2 1218.32 <30 Days L-7 1043.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10265.54 Day 2 514.94 30-90 Days L-8 1875.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67869.83 Day 2 4441.51 91-180 Days L-9 10848.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42785.25 Day 2 5624.43 Open LC-1 6204.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78250.47 Day 2 3462.69 91-180 Days LC-2 4669.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45446.63 Day 2 4490.08 Open N-1 4870.14 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48988.97 Day 2 6931.82 91-180 Days N-2 7893.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102199.84 Day 2 10708.82 30-90 Days N-3 19824.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54544.69 Day 2 8177.62 30-90 Days N-4 872.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106498.20 Day 2 3094.49 Open N-5 17026.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103802.17 Day 2 15082.73 30-90 Days N-6 19028.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35585.49 Day 2 2870.91 Open N-7 843.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21641.36 Day 2 1111.35 <30 Days P-1 2881.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66648.94 Day 2 9528.88 91-180 Days P-2 1303.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11260.02 Day 2 1497.29 Open S-8 1510.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4633.64 Day 2 305.66 Open Y-1 39.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2047.81 Day 2 147.38 30-90 Days Y-2 278.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39823.94 Day 2 918.26 30-90 Days Y-3 4708.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38557.17 Day 2 3804.32 91-180 Days Y-4 1375.85 Yes Liberty International Finance Ltd. Operations