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 110573.89 Day 8 4415.44 <30 Days N-6 15155.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56741.55 Day 8 4473.60 <30 Days N-7 6841.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83963.04 Day 8 10913.98 30-90 Days P-1 2176.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48690.97 Day 8 1684.96 30-90 Days P-2 371.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62629.05 Day 8 449.91 30-90 Days S-8 6323.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85008.11 Day 8 11926.22 Open Y-1 1065.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43619.51 Day 8 3949.63 <30 Days Y-2 2105.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106565.03 Day 8 6549.89 30-90 Days Y-3 2135.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102967.42 Day 8 11851.47 Open Y-4 13667.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69919.75 Day 8 8129.48 Open Z-1 9310.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20027.79 Day 8 2444.62 30-90 Days A-2 1088.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10076.56 Day 8 295.87 Open A-3 282.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44151.18 Day 8 4505.83 <30 Days A-4 1139.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106308.84 Day 8 4247.25 91-180 Days A-5 10478.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101866.08 Day 8 1211.25 30-90 Days CB-1 3279.23 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31709.40 Day 8 2697.91 30-90 Days CB-2 3864.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74522.56 Day 8 4639.21 <30 Days CB-3 2794.07 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54189.11 Day 8 6948.39 30-90 Days E-1 8280.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91644.51 Day 8 1032.95 <30 Days E-2 5775.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81378.52 Day 8 11583.81 <30 Days G-1 178.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104636.11 Day 8 8283.53 30-90 Days G-2 6667.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75863.44 Day 8 6137.29 <30 Days G-3 1792.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31865.38 Day 8 1909.14 <30 Days IG-1 745.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58505.67 Day 8 915.05 30-90 Days IG-2 4711.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110411.16 Day 8 6674.98 <30 Days S-1 8486.78 Yes Liberty Capital Markets Inc. Finance