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 10996.81 Perpetual 1254.19 <30 Days E-7 206.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69777.42 Perpetual 9564.91 Open E-8 9879.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109808.02 Perpetual 15168.29 91-180 Days E-9 3689.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96212.99 Perpetual 4512.04 30-90 Days G-4 17545.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108598.84 Perpetual 697.51 91-180 Days IG-3 11302.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53913.03 Perpetual 3656.39 91-180 Days IG-4 9855.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6187.35 Perpetual 810.37 30-90 Days IG-5 576.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69887.77 Perpetual 3119.78 30-90 Days IG-6 3853.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62724.26 Perpetual 407.26 91-180 Days IG-7 9790.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15431.59 Perpetual 1030.15 Open IG-8 2744.97 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100841.23 Perpetual 6474.07 30-90 Days L-1 5043.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41766.41 Perpetual 4304.87 Open L-10 6535.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33773.99 Perpetual 514.11 <30 Days L-11 2471.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94658.92 Perpetual 7232.99 <30 Days L-2 17946.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87177.92 Perpetual 2857.25 91-180 Days L-3 9676.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50219.54 Perpetual 6252.34 Open L-4 1588.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6226.28 Perpetual 10.28 <30 Days L-5 815.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42432.40 Perpetual 2041.44 <30 Days L-6 3047.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90812.04 Perpetual 253.11 30-90 Days L-7 7767.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92437.88 Perpetual 6038.79 <30 Days L-8 18193.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104865.40 Perpetual 5862.26 <30 Days L-9 6091.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104464.93 Perpetual 4254.28 30-90 Days LC-1 17003.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59491.31 Perpetual 549.37 Open LC-2 227.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101535.09 Perpetual 14364.70 Open N-1 16799.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60246.26 Perpetual 7891.43 Open N-2 10569.60 No Risk Management