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 65328.22 Day 38 5617.71 30-90 Days CB-2 2960.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68756.28 Day 38 5101.83 <30 Days CB-3 642.87 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 457.95 Day 38 31.49 91-180 Days E-1 55.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7447.82 Day 38 822.79 Open E-2 1162.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26526.20 Day 38 1845.05 <30 Days G-1 2715.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98901.16 Day 38 10660.00 <30 Days G-2 11265.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30851.06 Day 38 1522.08 30-90 Days G-3 2238.35 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74984.47 Day 38 8826.15 Open IG-1 6950.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103191.14 Day 38 13483.83 <30 Days IG-2 3695.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27399.38 Day 38 3537.25 <30 Days S-1 3107.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46485.31 Day 38 1308.35 91-180 Days S-2 5313.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11208.00 Day 38 1177.60 30-90 Days S-3 707.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61588.34 Day 38 539.63 <30 Days S-4 2944.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25549.58 Day 38 1154.48 91-180 Days S-5 1113.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79083.77 Day 38 6458.63 30-90 Days S-6 4165.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77371.10 Day 38 4564.96 <30 Days S-7 14470.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29421.37 Day 39 4398.19 <30 Days A-0-Q 4762.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14338.53 Day 39 183.32 Open A-1-Q 331.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58565.21 Day 39 3931.81 Open A-2-Q 8902.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27414.92 Day 39 3012.91 Open A-3-Q 4210.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23527.35 Day 39 1814.49 Open A-4-Q 2493.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16226.02 Day 39 2090.95 <30 Days A-5-Q 739.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85873.97 Day 39 5325.01 Open CB-1-Q 8323.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64552.55 Day 39 5422.67 30-90 Days CB-2-Q 8829.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95062.59 Day 39 10574.30 Open S-1-Q 12659.89 Yes Liberty International Finance Ltd. Finance