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 20562.51 Day 33 86.70 Open S-1-Q 3293.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23700.85 Day 33 2302.52 30-90 Days S-2-Q 2781.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101500.95 Day 33 14789.26 91-180 Days S-3-Q 3981.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109763.70 Day 33 13928.25 Open S-4-Q 2731.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54752.57 Day 33 2565.03 30-90 Days CB-3-Q 5120.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15187.20 Day 33 1679.96 Open G-1-Q 2621.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75208.19 Day 33 6151.79 91-180 Days G-2-Q 11692.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43202.62 Day 33 293.58 30-90 Days G-3-Q 5486.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59331.27 Day 33 5483.98 Open S-5-Q 1010.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20802.38 Day 33 2508.66 30-90 Days S-6-Q 1785.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47060.44 Day 33 1427.43 30-90 Days S-7-Q 965.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71014.44 Day 33 9361.24 Open E-1-Q 2338.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50874.25 Day 33 5605.49 Open E-2-Q 5578.50 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81127.53 Day 33 4040.72 30-90 Days IG-1-Q 14509.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110225.49 Day 33 3214.88 91-180 Days IG-2-Q 11305.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32121.03 Day 33 2435.46 30-90 Days C-1 405.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8220.90 Day 33 158.91 30-90 Days CB-4 121.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22348.88 Day 33 1858.94 91-180 Days E-10 1674.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16242.36 Day 33 1560.10 Open E-3 1796.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7962.31 Day 33 846.86 Open E-4 1284.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99932.20 Day 33 8127.40 91-180 Days E-5 1514.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104310.63 Day 33 13303.78 91-180 Days E-6 13342.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76415.70 Day 33 10412.87 30-90 Days E-7 5259.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48122.11 Day 33 968.51 Open E-8 4350.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18730.11 Day 33 296.65 91-180 Days E-9 212.16 No Operations