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 54640.83 Day 50 2060.11 30-90 Days A-4 6672.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19429.67 Day 50 2221.44 30-90 Days A-5 1295.77 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50949.90 Day 50 2786.24 30-90 Days CB-1 4217.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59384.41 Day 50 5952.84 <30 Days CB-2 11614.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69348.75 Day 50 7586.47 <30 Days CB-3 10742.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55073.32 Day 50 3413.88 <30 Days E-1 8269.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96336.05 Day 50 7227.75 30-90 Days E-2 12543.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79486.64 Day 50 241.16 30-90 Days G-1 6985.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10781.60 Day 50 155.06 91-180 Days G-2 1365.71 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76501.55 Day 50 5427.41 Open G-3 1337.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113577.56 Day 50 4165.34 Open IG-1 1639.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102676.28 Day 50 14803.09 91-180 Days IG-2 4171.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29200.93 Day 50 3763.20 30-90 Days S-1 5278.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102050.39 Day 50 9602.23 30-90 Days S-2 8601.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97090.23 Day 50 9493.90 30-90 Days S-3 16001.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92711.97 Day 50 5418.49 91-180 Days S-4 17237.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35346.23 Day 50 454.03 91-180 Days S-5 444.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65302.78 Day 50 1277.67 91-180 Days S-6 1374.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44437.24 Day 50 2343.87 30-90 Days S-7 5534.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11293.28 Day 51 362.76 Open A-0-Q 1666.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41288.30 Day 51 2026.14 <30 Days A-1-Q 3958.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97382.14 Day 51 524.80 Open A-2-Q 18378.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13656.19 Day 51 1334.56 Open A-3-Q 1369.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91639.80 Day 51 5583.21 Open A-4-Q 14604.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30987.67 Day 51 4348.33 <30 Days A-5-Q 1019.52 Yes Liberty International Finance Ltd. Finance