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 Small Business Yes 34862.32 Day 37 3390.96 30-90 Days Y-1 2305.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 3255.91 Day 37 165.64 Open Y-2 585.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 34482.83 Day 37 1976.15 30-90 Days Y-3 1473.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 8255.03 Day 37 16.65 Open Y-4 1433.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 3418.36 Day 37 345.78 <30 Days Z-1 108.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 99016.94 Day 37 11605.20 91-180 Days A-2 12894.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 20068.97 Day 37 478.48 Open A-3 1953.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 82689.00 Day 37 4682.90 91-180 Days A-4 3501.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 62620.54 Day 37 4470.43 30-90 Days A-5 5009.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 107649.19 Day 37 15191.43 Open CB-1 14058.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 40994.43 Day 37 4522.91 30-90 Days CB-2 6817.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 101384.46 Day 37 6392.57 91-180 Days CB-3 18772.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 29427.35 Day 37 1549.99 30-90 Days E-1 1161.79 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 34759.83 Day 37 4361.52 <30 Days E-2 2548.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 73893.45 Day 37 6125.16 91-180 Days G-1 13993.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 59194.28 Day 37 8077.05 Open G-2 6446.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 76899.15 Day 37 428.88 <30 Days G-3 3259.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 59405.57 Day 37 6844.94 <30 Days IG-1 9286.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 2589.39 Day 37 149.70 <30 Days IG-2 90.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 42690.94 Day 37 3093.44 91-180 Days S-1 4125.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 61522.67 Day 37 5805.40 <30 Days S-2 12153.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 69333.80 Day 37 7864.90 91-180 Days S-3 5356.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 25041.17 Day 37 2996.34 30-90 Days S-4 4847.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 30593.41 Day 37 2761.58 <30 Days S-5 2593.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 59187.90 Day 37 6531.12 Open S-6 211.83 No Risk Management