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 15212.12 Day 47 2142.72 <30 Days CB-1 772.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101106.27 Day 47 629.60 Open CB-2 17787.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48575.04 Day 47 4388.00 30-90 Days CB-3 6694.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36672.49 Day 47 5194.20 91-180 Days E-1 6402.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53714.17 Day 47 2683.90 91-180 Days E-2 8710.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64353.31 Day 47 2270.35 30-90 Days G-1 1597.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70020.80 Day 47 5781.08 30-90 Days G-2 1295.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81997.21 Day 47 7192.31 Open G-3 14253.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47592.49 Day 47 940.27 30-90 Days IG-1 3566.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104428.45 Day 47 2836.42 Open IG-2 15054.57 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89116.36 Day 47 2234.75 91-180 Days S-1 12043.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18462.22 Day 47 619.63 Open S-2 2288.70 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110104.61 Day 47 14545.38 <30 Days S-3 1681.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106406.56 Day 47 698.41 91-180 Days S-4 20845.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63094.50 Day 47 5590.54 <30 Days S-5 5840.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87772.57 Day 47 11407.64 Open S-6 6460.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54769.31 Day 47 4417.45 <30 Days S-7 3310.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98133.82 Day 48 9637.73 30-90 Days A-0-Q 8716.20 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21730.10 Day 48 1045.23 <30 Days A-1-Q 3250.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69636.69 Day 48 5811.45 91-180 Days A-2-Q 4769.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69228.10 Day 48 6328.86 91-180 Days A-3-Q 10227.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54408.96 Day 48 4058.14 <30 Days A-4-Q 5591.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111484.47 Day 48 6736.12 Open A-5-Q 12069.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112961.48 Day 48 15912.27 <30 Days CB-1-Q 21018.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70401.55 Day 48 390.82 91-180 Days CB-2-Q 8660.66 Yes Liberty Wealth Management LLC Finance