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 2248.22 Day 29 317.23 30-90 Days CB-4 82.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13545.20 Day 29 396.74 91-180 Days E-10 2191.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97262.93 Day 29 11286.60 <30 Days E-3 12171.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25661.06 Day 29 3595.41 91-180 Days E-4 3785.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9120.62 Day 29 510.66 91-180 Days E-5 875.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74264.99 Day 29 6600.77 30-90 Days E-6 13672.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45584.08 Day 29 2788.43 Open E-7 7050.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78407.88 Day 29 6248.06 Open E-8 8221.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113041.70 Day 29 16915.99 91-180 Days E-9 9251.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78983.42 Day 29 11352.36 <30 Days G-4 12159.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55568.29 Day 29 1259.52 <30 Days IG-3 7402.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10473.61 Day 29 740.51 30-90 Days IG-4 2028.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108489.05 Day 29 10612.01 <30 Days IG-5 18418.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94793.73 Day 29 13173.70 91-180 Days IG-6 16056.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89766.80 Day 29 9056.44 91-180 Days IG-7 4477.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54221.23 Day 29 4060.07 30-90 Days IG-8 5287.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101701.77 Day 29 6348.79 <30 Days L-1 17918.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72888.03 Day 29 638.45 91-180 Days L-10 2925.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86357.27 Day 29 3063.25 <30 Days L-11 6934.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12976.87 Day 29 509.36 Open L-2 1832.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110449.09 Day 29 13671.58 <30 Days L-3 19397.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69797.05 Day 29 8457.72 30-90 Days L-4 4594.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96355.06 Day 29 11071.21 Open L-5 5131.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63888.41 Day 29 3004.16 <30 Days L-6 11796.67 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107645.38 Day 29 9048.10 <30 Days L-7 4421.27 No Risk Management