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 113358.11 Day 31 6225.17 Open S-4-Q 8999.95 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 775.99 Day 31 33.28 91-180 Days CB-3-Q 154.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49388.22 Day 31 272.18 30-90 Days G-1-Q 811.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38967.60 Day 31 5117.55 91-180 Days G-2-Q 7313.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112200.38 Day 31 11736.94 Open G-3-Q 5678.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82650.38 Day 31 3198.32 30-90 Days S-5-Q 7412.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39951.84 Day 31 5656.56 Open S-6-Q 5731.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41439.14 Day 31 1605.69 30-90 Days S-7-Q 6757.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77481.83 Day 31 3126.36 <30 Days E-1-Q 8125.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105582.15 Day 31 12319.03 Open E-2-Q 9589.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110263.53 Day 31 10283.55 <30 Days IG-1-Q 9200.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86966.01 Day 31 8260.92 91-180 Days IG-2-Q 1664.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103774.61 Day 31 7646.49 <30 Days C-1 9404.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98957.05 Day 31 10661.66 Open CB-4 1300.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80854.30 Day 31 3242.99 <30 Days E-10 13428.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112886.17 Day 31 3813.29 91-180 Days E-3 7282.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11105.46 Day 31 855.02 91-180 Days E-4 66.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86244.29 Day 31 11498.36 30-90 Days E-5 15467.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23194.08 Day 31 2672.23 Open E-6 299.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4937.44 Day 31 627.12 91-180 Days E-7 139.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64338.04 Day 31 3530.29 <30 Days E-8 2618.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78488.47 Day 31 9501.22 30-90 Days E-9 6993.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28465.76 Day 31 3469.98 30-90 Days G-4 3473.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3662.00 Day 31 169.36 91-180 Days IG-3 235.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82457.53 Day 31 58.37 30-90 Days IG-4 1499.89 Yes Liberty Capital Markets Inc. Treasury