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 7768.14 61 - 67 Days 259.48 <30 Days S-5-Q 59.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63684.25 61 - 67 Days 297.12 91-180 Days S-6-Q 1583.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57199.47 61 - 67 Days 4534.18 Open S-7-Q 9476.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26850.08 61 - 67 Days 704.88 <30 Days E-1-Q 3934.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26833.83 61 - 67 Days 2563.17 Open E-2-Q 2572.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103092.17 61 - 67 Days 13245.78 <30 Days IG-1-Q 12956.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21957.52 61 - 67 Days 484.79 Open IG-2-Q 1936.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32793.96 61 - 67 Days 3174.54 91-180 Days C-1 93.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33420.25 61 - 67 Days 4199.74 30-90 Days CB-4 5121.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46529.98 61 - 67 Days 5217.02 Open E-10 1798.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63785.54 61 - 67 Days 1121.83 Open E-3 7230.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61406.75 61 - 67 Days 8282.16 <30 Days E-4 6131.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80631.85 61 - 67 Days 11073.58 <30 Days E-5 10182.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96360.58 61 - 67 Days 1597.35 Open E-6 5306.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63752.02 61 - 67 Days 8057.97 30-90 Days E-7 10607.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60120.30 61 - 67 Days 2651.78 30-90 Days E-8 11638.17 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16023.39 61 - 67 Days 1022.65 Open E-9 3087.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111167.80 61 - 67 Days 6823.04 91-180 Days G-4 2093.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41485.90 61 - 67 Days 2182.92 30-90 Days IG-3 7646.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63550.58 61 - 67 Days 7416.63 30-90 Days IG-4 9550.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93010.19 61 - 67 Days 4126.90 Open IG-5 1040.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8533.92 61 - 67 Days 618.71 Open IG-6 1643.89 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 607.41 61 - 67 Days 2.46 91-180 Days IG-7 29.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5797.67 61 - 67 Days 439.81 Open IG-8 1059.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73229.47 61 - 67 Days 1456.58 <30 Days L-1 13457.24 Yes Liberty Capital Markets Inc. Legal