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 48179.84 Day 16 960.98 <30 Days E-8 1900.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79431.52 Day 16 10896.50 30-90 Days E-9 4150.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20712.57 Day 16 1882.62 Open G-4 4083.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48069.76 Day 16 608.88 <30 Days IG-3 3663.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89783.90 Day 16 4426.42 Open IG-4 10933.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50509.40 Day 16 265.21 91-180 Days IG-5 3810.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4912.44 Day 16 167.15 30-90 Days IG-6 43.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55723.63 Day 16 5583.67 30-90 Days IG-7 888.34 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36916.44 Day 16 518.44 Open IG-8 2558.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3819.55 Day 16 571.06 91-180 Days L-1 266.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45300.45 Day 16 5119.89 91-180 Days L-10 4528.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41179.92 Day 16 5197.03 <30 Days L-11 2552.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47633.28 Day 16 858.83 Open L-2 5294.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53942.49 Day 16 473.12 91-180 Days L-3 2581.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10243.82 Day 16 247.59 30-90 Days L-4 840.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32983.12 Day 16 1902.75 Open L-5 5934.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66594.69 Day 16 6382.34 Open L-6 7672.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93985.19 Day 16 9228.72 Open L-7 8547.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6250.55 Day 16 752.36 <30 Days L-8 1063.02 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52296.27 Day 16 2696.40 30-90 Days L-9 734.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58246.04 Day 16 1863.46 91-180 Days LC-1 9114.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79508.55 Day 16 4763.51 30-90 Days LC-2 6819.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53383.05 Day 16 2108.09 Open N-1 7757.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91695.16 Day 16 13403.74 Open N-2 7823.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77439.80 Day 16 1024.36 91-180 Days N-3 4439.86 Yes Liberty Capital Markets Inc. Risk Management