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 52469.44 Day 24 7627.24 91-180 Days N-7 9603.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45399.51 Day 24 4910.15 30-90 Days P-1 710.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87122.37 Day 24 7310.63 30-90 Days P-2 11600.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19445.83 Day 24 258.13 91-180 Days S-8 2273.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54622.57 Day 24 1533.59 91-180 Days Y-1 10146.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83882.24 Day 24 11850.84 30-90 Days Y-2 12545.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49486.93 Day 24 5864.06 30-90 Days Y-3 3564.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12048.49 Day 24 1404.12 Open Y-4 332.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71321.24 Day 24 3498.65 30-90 Days Z-1 12812.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6598.85 Day 24 485.24 Open A-2 430.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39647.34 Day 24 5747.66 Open A-3 874.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 987.71 Day 24 20.44 30-90 Days A-4 15.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113325.15 Day 24 15802.86 91-180 Days A-5 17532.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32569.48 Day 24 2453.61 Open CB-1 3003.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76349.23 Day 24 8294.87 91-180 Days CB-2 11777.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52604.37 Day 24 2546.58 Open CB-3 7148.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18981.10 Day 24 2143.33 Open E-1 183.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112060.72 Day 24 2641.60 Open E-2 15531.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102200.73 Day 24 2283.90 30-90 Days G-1 14179.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31142.86 Day 24 753.77 <30 Days G-2 3982.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108374.36 Day 24 13324.65 Open G-3 5859.16 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34967.59 Day 24 2501.96 <30 Days IG-1 3280.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8071.91 Day 24 411.03 <30 Days IG-2 458.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59558.95 Day 24 1950.77 Open S-1 7117.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83824.92 Day 24 9867.35 Open S-2 16463.88 No Operations