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 19354.15 Day 1 2584.61 Open IG-2 855.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82888.90 Day 1 12235.19 91-180 Days S-1 16081.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36034.12 Day 1 4412.79 <30 Days S-2 2731.10 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47051.22 Day 1 6557.91 30-90 Days S-3 4098.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47198.97 Day 1 5485.71 91-180 Days S-4 1053.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11778.28 Day 1 1695.57 <30 Days S-5 2183.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24526.52 Day 1 933.92 91-180 Days S-6 1537.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100007.22 Day 1 1102.90 Open S-7 6024.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3893.36 Day 2 223.76 91-180 Days A-0-Q 321.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81368.91 Day 2 3769.70 <30 Days A-1-Q 8906.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89976.71 Day 2 1013.63 91-180 Days A-2-Q 13425.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18833.70 Day 2 590.75 91-180 Days A-3-Q 2487.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64605.73 Day 2 861.22 30-90 Days A-4-Q 1963.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32069.37 Day 2 325.83 91-180 Days A-5-Q 6246.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8068.15 Day 2 1067.25 Open CB-1-Q 1148.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73819.74 Day 2 448.03 30-90 Days CB-2-Q 7914.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98267.49 Day 2 1000.62 91-180 Days S-1-Q 7671.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20043.48 Day 2 2137.90 Open S-2-Q 3248.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85005.41 Day 2 599.85 30-90 Days S-3-Q 10907.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83799.10 Day 2 12182.03 91-180 Days S-4-Q 7245.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80655.05 Day 2 7231.09 Open CB-3-Q 14793.87 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47023.26 Day 2 3441.69 30-90 Days G-1-Q 1472.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31010.47 Day 2 380.74 91-180 Days G-2-Q 174.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71704.09 Day 2 2787.58 <30 Days G-3-Q 544.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33158.83 Day 2 2098.60 30-90 Days S-5-Q 2132.96 Yes Liberty Mortgage Services Corp. Treasury