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 18347.43 Day 21 538.33 30-90 Days E-2 3158.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29932.98 Day 21 3913.08 <30 Days G-1 3000.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98806.52 Day 21 1629.82 30-90 Days G-2 13559.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44971.95 Day 21 4158.02 <30 Days G-3 1489.53 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98155.29 Day 21 2076.81 Open IG-1 9763.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83065.24 Day 21 4329.05 30-90 Days IG-2 15654.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67130.02 Day 21 136.03 Open S-1 9465.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69739.19 Day 21 9029.23 Open S-2 11268.26 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62694.08 Day 21 8518.53 Open S-3 5084.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100413.53 Day 21 9294.77 30-90 Days S-4 16576.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29240.96 Day 21 4145.27 30-90 Days S-5 804.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108125.67 Day 21 8733.59 Open S-6 20659.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60387.47 Day 21 2066.43 91-180 Days S-7 8862.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42320.77 Day 22 1812.02 30-90 Days A-0-Q 7213.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26408.18 Day 22 3049.82 <30 Days A-1-Q 1702.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20635.14 Day 22 1992.45 91-180 Days A-2-Q 3135.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59169.73 Day 22 8658.52 91-180 Days A-3-Q 11528.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28319.67 Day 22 2414.79 30-90 Days A-4-Q 5599.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61286.04 Day 22 6164.15 <30 Days A-5-Q 10705.57 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48809.08 Day 22 1032.02 Open CB-1-Q 952.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53364.84 Day 22 1228.37 <30 Days CB-2-Q 4618.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50832.16 Day 22 374.41 Open S-1-Q 7591.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33617.09 Day 22 1209.98 91-180 Days S-2-Q 1132.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48610.51 Day 22 4391.90 91-180 Days S-3-Q 6723.98 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60214.32 Day 22 5579.75 91-180 Days S-4-Q 5174.94 Yes Liberty Mortgage Services Corp. Treasury