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 102227.71 Day 20 15326.60 Open Y-3 5628.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7897.17 Day 20 505.01 91-180 Days Y-4 139.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103663.19 Day 20 2.66 <30 Days Z-1 9035.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68498.12 Day 20 7340.01 Open A-2 5334.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66653.76 Day 20 9876.75 <30 Days A-3 7248.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75002.75 Day 20 2467.99 Open A-4 9513.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86352.94 Day 20 4288.48 <30 Days A-5 13425.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37017.68 Day 20 2349.89 30-90 Days CB-1 1763.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113641.61 Day 20 15939.66 91-180 Days CB-2 11182.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83023.48 Day 20 761.98 91-180 Days CB-3 13265.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7731.80 Day 20 948.60 91-180 Days E-1 629.51 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14482.06 Day 20 1678.88 30-90 Days E-2 2616.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66259.07 Day 20 9496.18 <30 Days G-1 11685.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9988.96 Day 20 412.13 <30 Days G-2 1477.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56788.56 Day 20 7092.05 Open G-3 8539.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113417.93 Day 20 1264.31 Open IG-1 22180.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102215.31 Day 20 9161.82 <30 Days IG-2 14061.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14998.11 Day 20 1545.94 <30 Days S-1 212.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50924.98 Day 20 2220.12 30-90 Days S-2 2581.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47377.70 Day 20 1054.04 30-90 Days S-3 3547.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84936.03 Day 20 10906.72 Open S-4 313.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62264.84 Day 20 7163.63 91-180 Days S-5 9033.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41667.55 Day 20 330.23 30-90 Days S-6 2358.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10120.45 Day 20 603.86 <30 Days S-7 594.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6550.51 Day 21 867.41 <30 Days A-0-Q 63.33 No Finance