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 110837.03 Day 42 7700.42 91-180 Days CB-2-Q 15480.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80145.93 Day 42 6423.96 <30 Days S-1-Q 13453.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50736.37 Day 42 1709.42 91-180 Days S-2-Q 4783.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4706.45 Day 42 132.29 91-180 Days S-3-Q 867.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112533.28 Day 42 7366.49 30-90 Days S-4-Q 4111.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42499.99 Day 42 2332.60 30-90 Days CB-3-Q 7284.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107598.20 Day 42 10252.83 30-90 Days G-1-Q 13135.46 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43552.24 Day 42 608.70 30-90 Days G-2-Q 7800.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34412.13 Day 42 4237.17 30-90 Days G-3-Q 612.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86999.91 Day 42 10549.11 30-90 Days S-5-Q 12194.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66264.12 Day 42 3105.05 Open S-6-Q 8918.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30256.21 Day 42 3129.98 30-90 Days S-7-Q 2289.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29855.37 Day 42 1170.21 91-180 Days E-1-Q 3053.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31097.32 Day 42 2745.22 Open E-2-Q 2317.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85436.53 Day 42 5162.64 Open IG-1-Q 10585.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4358.23 Day 42 476.98 <30 Days IG-2-Q 619.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90267.39 Day 42 12730.15 <30 Days C-1 7236.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70073.02 Day 42 4948.64 91-180 Days CB-4 2092.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24172.66 Day 42 3615.59 91-180 Days E-10 2592.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44349.90 Day 42 4314.25 30-90 Days E-3 3759.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65993.64 Day 42 8720.11 <30 Days E-4 9537.84 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79519.57 Day 42 9221.94 30-90 Days E-5 2910.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7948.70 Day 42 137.46 <30 Days E-6 637.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27228.00 Day 42 3497.38 <30 Days E-7 3464.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28621.06 Day 42 2565.41 91-180 Days E-8 0.94 Yes Liberty International Finance Ltd. Risk Management