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 102115.11 Day 34 11753.96 Open E-6 10465.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22096.12 Day 34 1488.97 91-180 Days E-7 3381.55 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73419.95 Day 34 1405.39 <30 Days E-8 22.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78086.52 Day 34 8228.55 30-90 Days E-9 6446.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67960.47 Day 34 1208.55 <30 Days G-4 9652.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112782.48 Day 34 4373.97 Open IG-3 887.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102254.58 Day 34 3298.41 91-180 Days IG-4 14663.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24145.54 Day 34 679.48 30-90 Days IG-5 3709.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34690.54 Day 34 5014.70 <30 Days IG-6 3396.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29441.14 Day 34 4376.90 <30 Days IG-7 30.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4395.15 Day 34 191.08 <30 Days IG-8 88.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86875.33 Day 34 7209.97 <30 Days L-1 11999.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105925.96 Day 34 11214.14 30-90 Days L-10 8259.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88143.91 Day 34 6988.72 <30 Days L-11 8572.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5673.85 Day 34 108.35 30-90 Days L-2 600.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66606.13 Day 34 4674.23 91-180 Days L-3 12911.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111991.97 Day 34 15555.17 <30 Days L-4 3714.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100064.72 Day 34 4918.37 <30 Days L-5 7081.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80041.02 Day 34 6443.34 30-90 Days L-6 515.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100010.33 Day 34 10668.49 <30 Days L-7 10864.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22824.26 Day 34 604.39 <30 Days L-8 469.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52926.79 Day 34 2898.02 <30 Days L-9 6756.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7252.23 Day 34 698.38 30-90 Days LC-1 1086.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79608.75 Day 34 11708.37 30-90 Days LC-2 3508.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101179.97 Day 34 12074.07 <30 Days N-1 18579.11 Yes Liberty Capital Markets Inc. Legal