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 94279.01 83 - 90 Days 3073.58 <30 Days CB-4 5990.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111216.86 83 - 90 Days 10186.36 91-180 Days E-10 10740.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76814.64 83 - 90 Days 7656.42 91-180 Days E-3 15170.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33478.22 83 - 90 Days 2889.85 Open E-4 6510.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82090.83 83 - 90 Days 9959.60 30-90 Days E-5 10850.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2584.03 83 - 90 Days 268.12 91-180 Days E-6 39.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50172.89 83 - 90 Days 1626.91 <30 Days E-7 6214.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35816.20 83 - 90 Days 1182.59 30-90 Days E-8 3349.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29465.70 83 - 90 Days 816.26 91-180 Days E-9 1985.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57024.39 83 - 90 Days 1644.56 <30 Days G-4 6990.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44906.88 83 - 90 Days 5259.13 <30 Days IG-3 4580.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54694.45 83 - 90 Days 4602.34 30-90 Days IG-4 6501.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53390.78 83 - 90 Days 4993.19 91-180 Days IG-5 4807.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46638.24 83 - 90 Days 438.82 91-180 Days IG-6 4196.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48915.33 83 - 90 Days 98.95 Open IG-7 8830.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103517.42 83 - 90 Days 6827.99 Open IG-8 10985.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34955.68 83 - 90 Days 1350.22 Open L-1 1441.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30439.73 83 - 90 Days 2805.04 91-180 Days L-10 1801.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74635.65 83 - 90 Days 2177.79 <30 Days L-11 7487.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20573.73 83 - 90 Days 3059.03 91-180 Days L-2 2114.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6370.61 83 - 90 Days 89.65 <30 Days L-3 278.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28003.19 83 - 90 Days 2550.90 <30 Days L-4 5549.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67216.09 83 - 90 Days 6371.16 Open L-5 10204.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16530.07 83 - 90 Days 996.08 Open L-6 230.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57180.21 83 - 90 Days 6335.45 <30 Days L-7 10367.11 No Legal