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 67645.68 Day 39 136.50 30-90 Days S-2-Q 3587.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76098.12 Day 39 5285.67 Open S-3-Q 10559.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1320.94 Day 39 116.53 Open S-4-Q 104.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 566.19 Day 39 56.63 30-90 Days CB-3-Q 11.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94332.70 Day 39 13628.35 91-180 Days G-1-Q 15385.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34477.40 Day 39 2288.22 30-90 Days G-2-Q 1386.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11623.43 Day 39 986.04 30-90 Days G-3-Q 1044.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92751.62 Day 39 7355.74 <30 Days S-5-Q 7574.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82632.14 Day 39 778.19 30-90 Days S-6-Q 7700.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86342.18 Day 39 1930.16 Open S-7-Q 7927.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102060.17 Day 39 10691.39 91-180 Days E-1-Q 10444.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22121.69 Day 39 225.64 30-90 Days E-2-Q 2759.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31155.82 Day 39 1101.60 <30 Days IG-1-Q 1312.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71960.27 Day 39 9488.37 30-90 Days IG-2-Q 7025.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86598.67 Day 39 10540.28 91-180 Days C-1 10468.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 113071.07 Day 39 4457.28 91-180 Days CB-4 366.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49381.81 Day 39 463.79 <30 Days E-10 112.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3914.64 Day 39 550.44 91-180 Days E-3 451.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101822.20 Day 39 12172.24 91-180 Days E-4 15111.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50658.82 Day 39 2440.14 30-90 Days E-5 3484.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88729.93 Day 39 6956.96 Open E-6 11628.20 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44589.18 Day 39 2209.53 30-90 Days E-7 5339.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96153.09 Day 39 12734.48 30-90 Days E-8 13388.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50943.87 Day 39 3765.61 91-180 Days E-9 3486.87 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31440.33 Day 39 3220.81 30-90 Days G-4 1408.89 No Legal