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 86185.51 Day 40 4975.53 <30 Days P-1 16567.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96483.46 Day 40 11678.21 Open P-2 6522.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108086.34 Day 40 2265.22 91-180 Days S-8 2155.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29134.06 Day 40 3012.66 Open Y-1 1203.15 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48632.39 Day 40 2910.54 30-90 Days Y-2 6581.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27340.58 Day 40 2571.88 Open Y-3 3529.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25354.04 Day 40 3158.27 Open Y-4 332.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79187.66 Day 40 768.50 91-180 Days Z-1 15013.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22367.35 Day 40 2290.11 30-90 Days A-2 3809.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69767.72 Day 40 1835.66 30-90 Days A-3 12568.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30762.03 Day 40 4508.34 <30 Days A-4 2136.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85010.18 Day 40 12139.50 <30 Days A-5 9112.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68655.07 Day 40 5855.57 30-90 Days CB-1 3263.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105864.25 Day 40 6303.65 91-180 Days CB-2 8065.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18828.12 Day 40 2791.91 <30 Days CB-3 2289.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88671.73 Day 40 9786.83 <30 Days E-1 16259.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50996.12 Day 40 3772.02 Open E-2 6352.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7874.27 Day 40 252.16 91-180 Days G-1 895.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64587.22 Day 40 4666.44 30-90 Days G-2 1564.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76284.87 Day 40 4480.10 <30 Days G-3 14854.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14986.04 Day 40 1477.24 Open IG-1 394.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44698.91 Day 40 1346.36 <30 Days IG-2 6084.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101125.18 Day 40 5129.56 91-180 Days S-1 11195.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102594.64 Day 40 1668.47 30-90 Days S-2 665.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12988.03 Day 40 1247.65 Open S-3 1543.00 Yes Liberty Mortgage Services Corp. Treasury