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 Retail Yes 29823.07 Day 28 2451.64 <30 Days N-1 5069.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84223.51 Day 28 8425.45 91-180 Days N-2 2106.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6266.62 Day 28 633.53 <30 Days N-3 637.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112976.72 Day 28 10940.66 Open N-4 8799.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19500.11 Day 28 874.51 30-90 Days N-5 1314.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77268.70 Day 28 11284.04 91-180 Days N-6 6930.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26799.82 Day 28 3467.99 30-90 Days N-7 2083.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45334.26 Day 28 3885.45 30-90 Days P-1 7729.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15088.91 Day 28 268.31 Open P-2 2697.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8011.79 Day 28 216.44 Open S-8 984.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80478.64 Day 28 1617.13 <30 Days Y-1 9695.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90226.71 Day 28 13143.47 91-180 Days Y-2 140.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90749.95 Day 28 1036.89 Open Y-3 13866.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23117.79 Day 28 318.91 Open Y-4 709.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7120.94 Day 28 817.91 91-180 Days Z-1 975.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29645.52 Day 28 4162.89 Open A-2 1702.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8041.83 Day 28 764.28 <30 Days A-3 29.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75745.78 Day 28 946.11 91-180 Days A-4 11959.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58644.19 Day 28 1183.66 91-180 Days A-5 8753.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35364.22 Day 28 4093.44 <30 Days CB-1 6127.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106839.44 Day 28 12643.58 91-180 Days CB-2 11105.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57061.69 Day 28 5910.22 Open CB-3 2552.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32136.95 Day 28 712.10 91-180 Days E-1 487.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55768.49 Day 28 8020.00 Open E-2 8220.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100679.20 Day 28 10352.23 <30 Days G-1 1140.24 No Finance