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 79222.46 91 - 120 Days 9532.11 Open A-4 4330.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84951.22 91 - 120 Days 9017.26 <30 Days A-5 12493.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44349.71 91 - 120 Days 2808.78 Open CB-1 1418.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101477.88 91 - 120 Days 12649.43 30-90 Days CB-2 8992.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77371.68 91 - 120 Days 10739.01 Open CB-3 13072.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6275.79 91 - 120 Days 43.93 Open E-1 1041.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69860.85 91 - 120 Days 5937.90 91-180 Days E-2 2161.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87851.22 91 - 120 Days 8002.74 <30 Days G-1 6820.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35446.35 91 - 120 Days 4384.63 Open G-2 2413.76 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70949.07 91 - 120 Days 409.79 30-90 Days G-3 13168.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26539.75 91 - 120 Days 422.04 91-180 Days IG-1 1560.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46136.64 91 - 120 Days 1888.10 30-90 Days IG-2 1681.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37451.38 91 - 120 Days 5223.52 Open S-1 3265.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109491.24 91 - 120 Days 3347.97 91-180 Days S-2 5504.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12776.61 91 - 120 Days 32.65 30-90 Days S-3 2376.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28109.51 91 - 120 Days 4167.80 30-90 Days S-4 4042.05 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37994.03 91 - 120 Days 2417.04 <30 Days S-5 928.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23888.14 91 - 120 Days 2595.61 30-90 Days S-6 1313.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76123.86 91 - 120 Days 2735.35 30-90 Days S-7 15220.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101268.32 121 - 150 Days 9473.61 Open A-0-Q 13171.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105543.98 121 - 150 Days 7615.59 <30 Days A-1-Q 276.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78672.21 121 - 150 Days 10815.01 Open A-2-Q 5913.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64532.99 121 - 150 Days 4510.93 <30 Days A-3-Q 12519.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24145.56 121 - 150 Days 2224.17 30-90 Days A-4-Q 4430.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33064.78 121 - 150 Days 408.83 91-180 Days A-5-Q 1833.18 No Risk Management