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 102877.36 Day 2 4425.89 Open Z-1 5905.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56341.08 Day 2 5358.54 <30 Days A-2 275.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38757.61 Day 2 990.61 Open A-3 6001.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108825.86 Day 2 8773.33 <30 Days A-4 19635.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60448.67 Day 2 4931.81 Open A-5 7216.40 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55097.59 Day 2 7530.63 91-180 Days CB-1 5363.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17709.25 Day 2 1386.02 <30 Days CB-2 103.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59318.52 Day 2 7454.36 <30 Days CB-3 7511.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47217.60 Day 2 2285.69 91-180 Days E-1 9048.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22532.87 Day 2 2573.38 Open E-2 386.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99142.57 Day 2 6335.90 30-90 Days G-1 2653.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10057.18 Day 2 762.88 Open G-2 159.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42174.17 Day 2 5247.35 Open G-3 4959.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30353.79 Day 2 1879.14 91-180 Days IG-1 1688.17 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35214.89 Day 2 1270.83 91-180 Days IG-2 5441.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101926.12 Day 2 9675.60 30-90 Days S-1 13407.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40823.50 Day 2 5024.31 30-90 Days S-2 7318.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37456.22 Day 2 1092.69 30-90 Days S-3 2266.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99910.14 Day 2 12785.89 <30 Days S-4 13039.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84738.44 Day 2 10897.25 30-90 Days S-5 8484.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69308.75 Day 2 4723.58 30-90 Days S-6 2892.13 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43841.68 Day 2 6480.62 91-180 Days S-7 6769.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54004.83 Day 3 5472.67 <30 Days A-0-Q 9883.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69902.64 Day 3 2833.85 Open A-1-Q 9437.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5730.12 Day 3 169.35 <30 Days A-2-Q 112.17 No Finance