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 MDB Yes 65161.85 Day 22 6183.43 Open G-2-Q 5772.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15519.21 Day 22 311.80 91-180 Days G-3-Q 120.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21728.63 Day 22 2656.01 30-90 Days S-5-Q 3818.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36180.08 Day 22 3987.73 <30 Days S-6-Q 3279.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73954.10 Day 22 10678.47 91-180 Days S-7-Q 1728.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12950.90 Day 22 757.09 <30 Days E-1-Q 913.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102619.10 Day 22 3517.73 91-180 Days E-2-Q 3445.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24564.32 Day 22 3601.81 Open IG-1-Q 3653.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85186.12 Day 22 11114.41 30-90 Days IG-2-Q 10087.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88753.46 Day 22 9532.82 <30 Days C-1 1177.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89234.67 Day 22 12634.48 <30 Days CB-4 11369.39 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11516.32 Day 22 321.25 30-90 Days E-10 936.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41980.86 Day 22 3894.71 <30 Days E-3 3719.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106773.22 Day 22 11626.58 <30 Days E-4 428.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45146.01 Day 22 4595.72 91-180 Days E-5 6679.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99930.91 Day 22 9832.15 Open E-6 14662.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75701.57 Day 22 583.85 30-90 Days E-7 313.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9142.47 Day 22 1362.04 91-180 Days E-8 926.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34238.88 Day 22 4233.54 91-180 Days E-9 1138.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15571.42 Day 22 1292.99 <30 Days G-4 2538.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36423.76 Day 22 3843.05 Open IG-3 3707.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100585.47 Day 22 1366.17 91-180 Days IG-4 3498.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2564.79 Day 22 2.20 30-90 Days IG-5 417.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88334.55 Day 22 12740.30 Open IG-6 5926.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106714.94 Day 22 17.63 30-90 Days IG-7 16892.52 Yes Liberty Wealth Management LLC Operations