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 20639.67 Day 38 1945.21 <30 Days S-7 47.45 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83301.24 Day 39 11617.69 91-180 Days A-0-Q 14996.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101100.17 Day 39 11260.57 30-90 Days A-1-Q 13454.01 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101826.02 Day 39 14604.93 91-180 Days A-2-Q 16712.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17064.06 Day 39 328.80 30-90 Days A-3-Q 648.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14922.85 Day 39 720.52 91-180 Days A-4-Q 2429.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76625.05 Day 39 499.67 30-90 Days A-5-Q 1920.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54949.44 Day 39 6563.20 30-90 Days CB-1-Q 6670.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82557.84 Day 39 5731.64 <30 Days CB-2-Q 5750.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58975.77 Day 39 4472.56 <30 Days S-1-Q 224.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61691.35 Day 39 3250.92 Open S-2-Q 5644.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4658.19 Day 39 678.93 30-90 Days S-3-Q 443.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65674.13 Day 39 6270.33 30-90 Days S-4-Q 9887.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73465.99 Day 39 7509.25 <30 Days CB-3-Q 3042.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7874.31 Day 39 1110.83 Open G-1-Q 1149.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100797.15 Day 39 2417.53 <30 Days G-2-Q 12577.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57057.24 Day 39 688.96 30-90 Days G-3-Q 10647.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5014.60 Day 39 424.05 <30 Days S-5-Q 662.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6848.21 Day 39 757.10 30-90 Days S-6-Q 266.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 378.79 Day 39 24.55 <30 Days S-7-Q 30.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84512.95 Day 39 9542.24 Open E-1-Q 9220.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110106.47 Day 39 5135.42 Open E-2-Q 10407.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78787.37 Day 39 9975.71 30-90 Days IG-1-Q 4553.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81448.73 Day 39 3128.52 30-90 Days IG-2-Q 17.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40764.08 Day 39 3405.12 Open C-1 6334.97 Yes Liberty Capital Markets Inc. Operations