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 46250.83 Day 52 4038.62 91-180 Days E-4 6914.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30821.77 Day 52 242.98 91-180 Days E-5 1125.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27217.37 Day 52 1413.32 Open E-6 1197.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98034.30 Day 52 6949.88 91-180 Days E-7 1249.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89932.43 Day 52 890.71 Open E-8 14410.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19024.22 Day 52 2818.52 30-90 Days E-9 497.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6459.81 Day 52 54.99 30-90 Days G-4 463.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58257.74 Day 52 2865.24 <30 Days IG-3 4852.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43474.29 Day 52 728.56 91-180 Days IG-4 2614.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52572.17 Day 52 7405.02 91-180 Days IG-5 3203.10 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47757.81 Day 52 5837.37 <30 Days IG-6 5311.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108301.01 Day 52 2601.09 30-90 Days IG-7 6890.17 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91793.60 Day 52 2949.65 30-90 Days IG-8 15771.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39715.75 Day 52 1613.02 <30 Days L-1 4881.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102354.70 Day 52 3632.78 <30 Days L-10 7207.43 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74882.79 Day 52 4183.53 Open L-11 1034.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88863.24 Day 52 12763.76 <30 Days L-2 8662.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31121.03 Day 52 3513.55 91-180 Days L-3 5624.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26140.95 Day 52 1293.86 <30 Days L-4 3143.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17174.93 Day 52 252.67 Open L-5 1823.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97742.79 Day 52 9225.58 <30 Days L-6 18101.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97792.56 Day 52 6211.22 <30 Days L-7 11557.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41421.02 Day 52 3870.51 30-90 Days L-8 4776.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104890.50 Day 52 12970.20 Open L-9 2920.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67840.81 Day 52 3494.68 30-90 Days LC-1 1370.26 Yes Liberty Wealth Management LLC Risk Management