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 8003.58 Day 17 522.11 91-180 Days N-5 1559.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2195.66 Day 17 159.08 <30 Days N-6 229.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103498.12 Day 17 9096.46 <30 Days N-7 8870.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2058.45 Day 17 241.03 Open P-1 367.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91030.18 Day 17 2671.02 Open P-2 9937.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43246.37 Day 17 956.97 <30 Days S-8 4452.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106203.95 Day 17 14089.62 <30 Days Y-1 15847.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35452.67 Day 17 850.85 <30 Days Y-2 6713.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6860.18 Day 17 696.94 <30 Days Y-3 189.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35050.28 Day 17 2795.02 <30 Days Y-4 2409.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5363.70 Day 17 7.86 <30 Days Z-1 331.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33415.52 Day 17 680.73 <30 Days A-2 2327.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64569.80 Day 17 9641.10 <30 Days A-3 10113.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84596.38 Day 17 9764.44 91-180 Days A-4 4339.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81218.46 Day 17 11305.83 Open A-5 8435.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64503.61 Day 17 1867.08 Open CB-1 2564.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22231.78 Day 17 2941.75 <30 Days CB-2 3310.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5516.16 Day 17 267.72 Open CB-3 39.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17774.05 Day 17 1440.17 Open E-1 802.51 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90929.56 Day 17 11161.46 Open E-2 16318.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42474.51 Day 17 4904.66 91-180 Days G-1 1406.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48880.26 Day 17 6869.17 91-180 Days G-2 8972.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13210.98 Day 17 768.96 91-180 Days G-3 2198.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67322.49 Day 17 9959.52 91-180 Days IG-1 6547.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19407.95 Day 17 2672.95 30-90 Days IG-2 1901.62 Yes Liberty Capital Markets Inc. Finance