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 619.98 Day 36 51.56 91-180 Days A-1-Q 110.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109589.38 Day 36 15059.07 30-90 Days A-2-Q 17755.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69697.14 Day 36 10088.50 Open A-3-Q 12066.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46028.24 Day 36 2176.97 <30 Days A-4-Q 4741.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8332.13 Day 36 524.93 91-180 Days A-5-Q 1171.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106964.13 Day 36 7141.46 91-180 Days CB-1-Q 20540.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39600.54 Day 36 3619.06 Open CB-2-Q 1200.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103598.38 Day 36 12294.29 <30 Days S-1-Q 1965.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12424.93 Day 36 1295.87 Open S-2-Q 414.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4418.70 Day 36 233.01 Open S-3-Q 375.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39949.38 Day 36 169.67 30-90 Days S-4-Q 5564.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40086.06 Day 36 5576.48 91-180 Days CB-3-Q 390.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85559.61 Day 36 3726.58 <30 Days G-1-Q 1889.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110203.62 Day 36 2303.20 Open G-2-Q 3617.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33771.68 Day 36 904.79 <30 Days G-3-Q 4387.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107321.39 Day 36 5051.68 91-180 Days S-5-Q 9470.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42080.32 Day 36 3864.06 <30 Days S-6-Q 3869.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97553.38 Day 36 12433.22 91-180 Days S-7-Q 1902.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19194.06 Day 36 577.60 <30 Days E-1-Q 1640.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104302.17 Day 36 3325.49 30-90 Days E-2-Q 11510.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31864.66 Day 36 930.00 91-180 Days IG-1-Q 325.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8507.87 Day 36 1097.75 Open IG-2-Q 108.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44146.92 Day 36 1921.87 <30 Days C-1 5100.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30698.75 Day 36 3922.92 91-180 Days CB-4 959.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23271.28 Day 36 3238.01 30-90 Days E-10 4576.18 No Legal