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 24230.18 Day 37 1106.58 <30 Days E-4 1476.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88530.95 Day 37 12471.93 Open E-5 8544.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106774.79 Day 37 3598.74 Open E-6 4938.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7599.59 Day 37 12.65 30-90 Days E-7 325.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90374.38 Day 37 6950.61 91-180 Days E-8 16002.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24195.67 Day 37 1320.31 91-180 Days E-9 4187.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22546.84 Day 37 526.26 91-180 Days G-4 4212.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50819.66 Day 37 3769.33 91-180 Days IG-3 2869.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103316.22 Day 37 12414.57 <30 Days IG-4 1208.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16134.20 Day 37 291.18 91-180 Days IG-5 2995.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46164.41 Day 37 6116.00 30-90 Days IG-6 6486.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112291.86 Day 37 9965.86 91-180 Days IG-7 14436.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108698.67 Day 37 5688.01 <30 Days IG-8 11741.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73058.67 Day 37 4498.14 Open L-1 611.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85666.53 Day 37 11582.28 91-180 Days L-10 4683.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63650.31 Day 37 9353.69 Open L-11 5285.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104632.16 Day 37 1597.84 Open L-2 20007.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30392.20 Day 37 4185.35 <30 Days L-3 4960.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92706.29 Day 37 5419.16 91-180 Days L-4 5241.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96437.96 Day 37 10016.47 Open L-5 10518.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82140.60 Day 37 3030.93 <30 Days L-6 1822.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58726.69 Day 37 7433.07 Open L-7 1791.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51162.27 Day 37 3819.10 <30 Days L-8 9446.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98288.11 Day 37 4854.86 Open L-9 4816.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15822.39 Day 37 276.17 30-90 Days LC-1 1217.64 No Legal