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 No 14096.13 Day 59 872.33 <30 Days E-1-Q 724.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68519.58 Day 59 3387.78 30-90 Days E-2-Q 9172.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7885.78 Day 59 1098.64 <30 Days IG-1-Q 680.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13392.87 Day 59 17.23 Open IG-2-Q 1060.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23801.42 Day 59 448.95 30-90 Days C-1 330.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85603.12 Day 59 567.62 30-90 Days CB-4 9903.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111049.32 Day 59 2265.34 91-180 Days E-10 15507.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20956.22 Day 59 2508.36 <30 Days E-3 3931.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6204.29 Day 59 588.95 Open E-4 593.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72454.84 Day 59 488.22 Open E-5 3907.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23673.68 Day 59 3449.76 Open E-6 3967.29 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86618.14 Day 59 4777.60 Open E-7 13115.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45868.02 Day 59 5179.45 30-90 Days E-8 8165.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101136.78 Day 59 11081.03 91-180 Days E-9 14852.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27744.89 Day 59 3539.93 30-90 Days G-4 4043.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2235.33 Day 59 55.88 Open IG-3 390.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60751.45 Day 59 1601.05 91-180 Days IG-4 263.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84787.31 Day 59 877.98 91-180 Days IG-5 13347.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94531.38 Day 59 12338.74 30-90 Days IG-6 1496.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87968.40 Day 59 4302.53 Open IG-7 7324.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30388.81 Day 59 3986.80 Open IG-8 2908.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75405.85 Day 59 8601.34 30-90 Days L-1 2971.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102053.27 Day 59 4474.81 <30 Days L-10 873.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103733.68 Day 59 12819.73 <30 Days L-11 11076.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43399.95 Day 59 4568.36 Open L-2 5976.35 No Risk Management