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 22109.61 Day 11 242.68 <30 Days Y-4 1894.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64051.73 Day 11 6797.91 <30 Days Z-1 12802.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102789.31 Day 11 3375.70 91-180 Days A-2 14537.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103538.43 Day 11 11660.77 Open A-3 307.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46531.27 Day 11 6725.55 Open A-4 5193.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80070.21 Day 11 4309.18 91-180 Days A-5 6249.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69826.47 Day 11 485.75 91-180 Days CB-1 4443.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72194.09 Day 11 3602.65 30-90 Days CB-2 12437.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57788.42 Day 11 1318.02 Open CB-3 2659.18 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47293.67 Day 11 2514.28 Open E-1 5498.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75349.90 Day 11 5665.93 Open E-2 7968.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17605.06 Day 11 834.46 Open G-1 396.26 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13605.50 Day 11 292.13 <30 Days G-2 2405.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57190.61 Day 11 5751.13 30-90 Days G-3 2351.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6860.47 Day 11 504.52 91-180 Days IG-1 557.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33962.05 Day 11 467.34 Open IG-2 3287.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102235.69 Day 11 3370.03 Open S-1 1247.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16667.56 Day 11 2060.59 91-180 Days S-2 1736.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88285.63 Day 11 7677.53 91-180 Days S-3 6878.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72832.47 Day 11 3766.95 30-90 Days S-4 5748.71 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6689.02 Day 11 729.98 30-90 Days S-5 51.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78736.96 Day 11 5052.47 91-180 Days S-6 12205.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42311.82 Day 11 3435.80 30-90 Days S-7 6792.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19197.12 Day 12 818.63 Open A-0-Q 2460.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79938.47 Day 12 6100.01 30-90 Days A-1-Q 5195.43 Yes Liberty Mortgage Services Corp. Risk Management