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 No 25158.97 Day 13 1410.13 91-180 Days CB-2 1452.64 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107485.84 Day 13 10081.18 Open CB-3 19266.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12228.07 Day 13 1765.66 Open E-1 2233.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93046.13 Day 13 12634.70 91-180 Days E-2 13582.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80265.16 Day 13 4240.86 <30 Days G-1 3877.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42111.25 Day 13 4804.71 30-90 Days G-2 3766.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9343.16 Day 13 1275.15 91-180 Days G-3 1581.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74966.90 Day 13 4432.24 91-180 Days IG-1 5957.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33226.85 Day 13 2499.24 30-90 Days IG-2 783.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63254.90 Day 13 8819.21 <30 Days S-1 5055.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109765.13 Day 13 33.40 30-90 Days S-2 20921.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46928.02 Day 13 5219.07 30-90 Days S-3 8680.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100331.52 Day 13 9774.10 <30 Days S-4 17541.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55897.46 Day 13 8324.28 Open S-5 732.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 688.17 Day 13 65.89 Open S-6 110.11 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46575.66 Day 13 514.95 Open S-7 2483.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112000.58 Day 14 8074.31 <30 Days A-0-Q 19387.70 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2042.59 Day 14 224.07 30-90 Days A-1-Q 92.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52781.26 Day 14 5494.85 Open A-2-Q 8892.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103815.30 Day 14 5969.21 <30 Days A-3-Q 15555.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83118.23 Day 14 7995.40 <30 Days A-4-Q 9013.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81286.19 Day 14 2366.49 Open A-5-Q 1841.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78876.46 Day 14 11417.30 Open CB-1-Q 12961.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81026.21 Day 14 1568.40 91-180 Days CB-2-Q 11242.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97311.41 Day 14 9253.37 30-90 Days S-1-Q 10760.17 Yes Liberty Wealth Management LLC Finance