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 Bank Yes 24050.81 Day 11 687.35 30-90 Days LC-1 1835.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54327.12 Day 11 910.28 91-180 Days LC-2 5337.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20450.51 Day 11 664.46 30-90 Days N-1 1447.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107597.55 Day 11 8393.32 <30 Days N-2 4260.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40838.47 Day 11 3561.29 30-90 Days N-3 5966.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101218.85 Day 11 1575.26 30-90 Days N-4 2612.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9956.55 Day 11 640.57 Open N-5 649.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87571.09 Day 11 10603.85 Open N-6 12245.32 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27240.62 Day 11 215.46 30-90 Days N-7 584.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103920.33 Day 11 3854.29 Open P-1 18453.09 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110960.58 Day 11 5965.60 <30 Days P-2 13521.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112882.22 Day 11 13776.22 91-180 Days S-8 19998.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37161.53 Day 11 5473.60 30-90 Days Y-1 1672.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48654.97 Day 11 5134.57 91-180 Days Y-2 8556.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18961.25 Day 11 438.83 <30 Days Y-3 3525.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1773.28 Day 11 130.14 Open Y-4 80.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44704.48 Day 11 2948.65 30-90 Days Z-1 3366.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47934.71 Day 11 6455.11 <30 Days A-2 4763.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8074.74 Day 11 1103.76 30-90 Days A-3 558.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27457.86 Day 11 2931.60 Open A-4 2320.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52707.94 Day 11 6188.41 <30 Days A-5 4683.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21667.23 Day 11 1340.54 Open CB-1 1285.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80782.04 Day 11 5964.52 <30 Days CB-2 8358.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106850.41 Day 11 1829.51 30-90 Days CB-3 17421.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98830.72 Day 11 13021.88 30-90 Days E-1 13044.64 Yes Liberty Capital Markets Inc. Finance