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 Non-Financial Corporate No 74411.67 271 - 364 Days 577.92 Open E-3 2830.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 88171.39 271 - 364 Days 2393.08 Open E-4 7323.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 9874.91 271 - 364 Days 1193.52 Open E-5 174.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 22986.16 271 - 364 Days 3127.45 Open E-6 3267.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 25532.66 271 - 364 Days 1807.87 30-90 Days E-7 4885.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 98964.77 271 - 364 Days 239.76 Open E-8 10492.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 78075.24 271 - 364 Days 9548.46 91-180 Days E-9 3135.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 78125.89 271 - 364 Days 10793.05 Open G-4 8599.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 102769.56 271 - 364 Days 432.33 30-90 Days IG-3 7864.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 13339.47 271 - 364 Days 1958.50 <30 Days IG-4 167.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77835.46 271 - 364 Days 7082.83 30-90 Days IG-5 6050.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 17206.34 271 - 364 Days 1156.04 91-180 Days IG-6 1534.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 79931.41 271 - 364 Days 8055.89 30-90 Days IG-7 3044.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 91738.18 271 - 364 Days 10328.04 30-90 Days IG-8 1001.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 105495.96 271 - 364 Days 7673.39 Open L-1 15922.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 64753.47 271 - 364 Days 7737.36 Open L-10 2288.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 92566.30 271 - 364 Days 3595.21 <30 Days L-11 17374.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18928.82 271 - 364 Days 1757.66 Open L-2 1057.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 3896.26 271 - 364 Days 319.40 Open L-3 119.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 72271.07 271 - 364 Days 4211.33 91-180 Days L-4 9525.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 73933.99 271 - 364 Days 822.32 30-90 Days L-5 11758.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 76311.33 271 - 364 Days 8040.07 91-180 Days L-6 1517.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 110604.40 271 - 364 Days 12025.74 <30 Days L-7 7396.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102217.71 271 - 364 Days 13530.20 91-180 Days L-8 8506.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30345.00 271 - 364 Days 467.39 30-90 Days L-9 5830.91 Yes Liberty Mortgage Services Corp. Risk Management