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 70602.30 Day 14 7466.28 Open CB-4 14066.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80200.30 Day 14 1280.99 30-90 Days E-10 9741.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109989.67 Day 14 13341.92 <30 Days E-3 21491.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66347.56 Day 14 3697.11 <30 Days E-4 11952.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28397.16 Day 14 3539.64 <30 Days E-5 2087.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106461.69 Day 14 10446.54 <30 Days E-6 10794.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8107.13 Day 14 279.90 <30 Days E-7 1512.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66198.87 Day 14 4241.72 30-90 Days E-8 4711.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13819.44 Day 14 724.06 30-90 Days E-9 1563.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109892.64 Day 14 8235.64 Open G-4 3796.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78238.84 Day 14 8841.26 Open IG-3 1652.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102848.92 Day 14 11301.43 Open IG-4 16533.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46898.78 Day 14 5872.21 Open IG-5 2426.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52294.27 Day 14 5700.17 30-90 Days IG-6 8941.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108413.42 Day 14 6382.71 30-90 Days IG-7 4630.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63544.73 Day 14 3897.12 91-180 Days IG-8 1352.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113648.47 Day 14 6666.23 <30 Days L-1 11505.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8487.15 Day 14 714.28 <30 Days L-10 654.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11564.41 Day 14 89.13 30-90 Days L-11 1037.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47750.69 Day 14 610.73 30-90 Days L-2 6503.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71642.52 Day 14 488.51 30-90 Days L-3 14095.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82403.45 Day 14 7085.50 30-90 Days L-4 13139.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75797.84 Day 14 1210.57 <30 Days L-5 14952.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73734.53 Day 14 5289.90 <30 Days L-6 8401.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30240.35 Day 14 4239.19 91-180 Days L-7 1009.10 Yes Liberty International Finance Ltd. Finance