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 46916.07 Day 53 983.37 <30 Days E-5 367.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6501.60 Day 53 823.56 91-180 Days E-6 1257.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41997.66 Day 53 2270.56 91-180 Days E-7 264.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69636.03 Day 53 9611.75 <30 Days E-8 10721.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62035.97 Day 53 852.82 30-90 Days E-9 3833.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112602.12 Day 53 15742.58 Open G-4 5655.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31678.82 Day 53 2549.23 <30 Days IG-3 2292.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113319.91 Day 53 16918.54 30-90 Days IG-4 12455.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2387.30 Day 53 196.66 Open IG-5 416.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10893.24 Day 53 1455.63 Open IG-6 85.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86325.21 Day 53 11370.00 <30 Days IG-7 10775.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98749.55 Day 53 5215.30 <30 Days IG-8 10135.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112531.36 Day 53 12553.67 30-90 Days L-1 16306.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2316.00 Day 53 298.56 <30 Days L-10 402.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51042.10 Day 53 4260.79 <30 Days L-11 2632.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82019.68 Day 53 10802.30 Open L-2 16006.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43051.27 Day 53 9.32 Open L-3 2914.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62296.31 Day 53 7160.66 91-180 Days L-4 9795.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87092.59 Day 53 11950.90 30-90 Days L-5 11840.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62227.42 Day 53 8225.93 30-90 Days L-6 6078.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54360.63 Day 53 1528.24 Open L-7 6914.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40147.08 Day 53 3664.38 Open L-8 4404.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103663.40 Day 53 8996.37 91-180 Days L-9 429.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10450.99 Day 53 1000.88 91-180 Days LC-1 567.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10449.42 Day 53 1097.88 91-180 Days LC-2 1844.28 No Legal