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 No 103729.76 Day 31 8959.91 Open IG-5 12576.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2750.84 Day 31 254.69 91-180 Days IG-6 408.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113220.20 Day 31 12067.51 30-90 Days IG-7 20364.82 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67938.59 Day 31 5806.58 91-180 Days IG-8 100.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75922.47 Day 31 1076.42 30-90 Days L-1 4801.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69546.30 Day 31 10303.32 30-90 Days L-10 6850.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41765.92 Day 31 1074.50 Open L-11 6896.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96562.85 Day 31 6014.44 30-90 Days L-2 17129.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97787.01 Day 31 6580.41 Open L-3 11066.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91498.49 Day 31 2831.90 Open L-4 16902.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45970.42 Day 31 1219.47 30-90 Days L-5 2223.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76558.41 Day 31 6613.88 91-180 Days L-6 12153.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79268.41 Day 31 3534.81 <30 Days L-7 13180.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17831.78 Day 31 784.44 <30 Days L-8 1639.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107931.53 Day 31 7442.89 Open L-9 8667.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57020.83 Day 31 6547.67 Open LC-1 1030.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24637.89 Day 31 2030.84 <30 Days LC-2 4461.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58738.20 Day 31 3321.33 <30 Days N-1 7479.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46680.44 Day 31 3000.86 Open N-2 495.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111550.99 Day 31 8523.68 Open N-3 8681.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15948.44 Day 31 2147.99 Open N-4 214.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76770.50 Day 31 3177.67 Open N-5 1301.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51435.14 Day 31 6821.13 Open N-6 8678.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93370.84 Day 31 13981.55 Open N-7 8933.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14515.06 Day 31 1797.19 30-90 Days P-1 1093.71 Yes Liberty Capital Markets Inc. Risk Management