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 31078.27 Day 3 1093.91 <30 Days N-1 2580.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6251.58 Day 3 140.91 91-180 Days N-2 352.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29742.39 Day 3 1529.98 30-90 Days N-3 5866.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82107.17 Day 3 5300.30 30-90 Days N-4 315.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106053.22 Day 3 1759.30 Open N-5 20683.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45203.26 Day 3 4051.33 91-180 Days N-6 332.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84790.15 Day 3 6346.86 30-90 Days N-7 14395.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85716.73 Day 3 3252.52 Open P-1 14066.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56276.67 Day 3 7316.85 30-90 Days P-2 4918.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 901.61 Day 3 97.46 Open S-8 40.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12800.20 Day 3 1121.30 <30 Days Y-1 2401.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108607.18 Day 3 933.53 <30 Days Y-2 19480.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22096.80 Day 3 633.07 <30 Days Y-3 2758.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96386.83 Day 3 2176.96 Open Y-4 11272.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92183.63 Day 3 11806.49 <30 Days Z-1 16484.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54843.33 Day 3 2359.53 30-90 Days A-2 5291.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107752.19 Day 3 8055.56 91-180 Days A-3 19603.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99240.17 Day 3 8842.12 30-90 Days A-4 10781.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17787.33 Day 3 1409.59 <30 Days A-5 276.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18816.08 Day 3 687.05 Open CB-1 1098.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56011.46 Day 3 7044.10 30-90 Days CB-2 9100.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24396.27 Day 3 544.64 91-180 Days CB-3 3904.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31669.46 Day 3 255.42 91-180 Days E-1 4418.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20665.50 Day 3 631.34 30-90 Days E-2 718.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9522.43 Day 3 124.31 Open G-1 1235.51 Yes Liberty Capital Markets Inc. Finance