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 25482.00 Day 54 1338.36 Open Y-2 585.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111137.71 Day 54 1795.66 91-180 Days Y-3 16854.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113090.73 Day 54 3253.21 <30 Days Y-4 18411.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77010.47 Day 54 5111.56 91-180 Days Z-1 13828.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3572.15 Day 54 502.76 Open A-2 294.06 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85877.72 Day 54 3377.55 30-90 Days A-3 9784.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64215.54 Day 54 1200.80 91-180 Days A-4 146.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56827.86 Day 54 3961.13 30-90 Days A-5 10764.09 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35003.57 Day 54 4767.33 <30 Days CB-1 811.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46973.16 Day 54 2997.62 91-180 Days CB-2 1691.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 189.06 Day 54 14.25 30-90 Days CB-3 24.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40415.36 Day 54 1344.06 Open E-1 4507.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78099.35 Day 54 1082.05 Open E-2 3025.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31748.08 Day 54 684.75 91-180 Days G-1 305.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65699.00 Day 54 3331.80 Open G-2 3337.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69174.57 Day 54 8778.83 <30 Days G-3 9914.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96114.52 Day 54 13595.34 <30 Days IG-1 11141.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105395.63 Day 54 7083.92 30-90 Days IG-2 9235.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16076.90 Day 54 1235.30 30-90 Days S-1 746.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51128.22 Day 54 1749.18 <30 Days S-2 3870.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84890.52 Day 54 6102.63 30-90 Days S-3 3768.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11839.73 Day 54 390.05 Open S-4 264.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43480.51 Day 54 404.87 Open S-5 3491.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103083.99 Day 54 300.09 91-180 Days S-6 10566.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52118.12 Day 54 1990.04 Open S-7 4667.46 No Treasury