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 No 92668.49 Day 48 3104.20 30-90 Days C-1 14770.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101541.92 Day 48 9895.11 91-180 Days CB-4 1285.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108083.68 Day 48 7541.70 <30 Days E-10 11636.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95280.84 Day 48 8832.28 30-90 Days E-3 5595.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82036.09 Day 48 5264.61 91-180 Days E-4 7757.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97679.76 Day 48 7939.80 Open E-5 12631.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50509.24 Day 48 4374.10 Open E-6 8815.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96492.94 Day 48 8037.12 Open E-7 13520.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27922.92 Day 48 3202.37 <30 Days E-8 3349.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40947.10 Day 48 5714.02 30-90 Days E-9 2718.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80059.20 Day 48 9864.40 <30 Days G-4 9359.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77903.09 Day 48 7132.09 Open IG-3 7309.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94495.24 Day 48 5756.78 Open IG-4 5012.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36852.19 Day 48 128.69 91-180 Days IG-5 1159.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10167.03 Day 48 673.11 30-90 Days IG-6 1595.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46567.69 Day 48 292.96 Open IG-7 9038.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58973.21 Day 48 3124.35 Open IG-8 7462.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10578.49 Day 48 234.33 <30 Days L-1 38.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57269.64 Day 48 892.46 91-180 Days L-10 3618.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84987.52 Day 48 1192.93 Open L-11 8720.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16661.55 Day 48 1966.49 <30 Days L-2 326.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47690.81 Day 48 5603.02 Open L-3 5087.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107389.87 Day 48 8284.63 Open L-4 13785.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77995.31 Day 48 3301.40 91-180 Days L-5 7274.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41523.66 Day 48 547.39 91-180 Days L-6 3799.72 Yes Liberty International Finance Ltd. Treasury