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 27106.95 Day 59 608.32 Open E-6 4028.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3244.03 Day 59 61.68 Open E-7 476.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48851.34 Day 59 2359.18 Open E-8 8299.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 113206.07 Day 59 5475.05 <30 Days E-9 10545.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 551.39 Day 59 53.23 91-180 Days G-4 27.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23263.23 Day 59 175.14 30-90 Days IG-3 848.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78121.47 Day 59 10360.88 <30 Days IG-4 14843.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45760.40 Day 59 389.60 30-90 Days IG-5 6957.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14580.57 Day 59 636.85 <30 Days IG-6 1242.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34918.63 Day 59 830.54 Open IG-7 3936.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24344.58 Day 59 3474.48 Open IG-8 4851.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1535.17 Day 59 127.95 <30 Days L-1 245.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33649.19 Day 59 4809.05 91-180 Days L-10 378.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16731.07 Day 59 2152.93 Open L-11 791.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30853.94 Day 59 1823.95 91-180 Days L-2 4146.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29685.95 Day 59 3403.34 30-90 Days L-3 3143.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52028.58 Day 59 3147.70 30-90 Days L-4 7443.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24801.44 Day 59 3199.09 91-180 Days L-5 274.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110791.56 Day 59 10518.71 Open L-6 6258.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26985.41 Day 59 1940.42 Open L-7 76.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57279.69 Day 59 7655.82 91-180 Days L-8 6554.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111626.63 Day 59 3189.24 91-180 Days L-9 6228.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113492.26 Day 59 14988.60 Open LC-1 17856.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13875.23 Day 59 1880.88 <30 Days LC-2 712.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58481.54 Day 59 1077.62 91-180 Days N-1 7806.62 Yes Liberty Wealth Management LLC Treasury