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 65200.54 Perpetual 1635.14 30-90 Days E-2-Q 4271.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54184.47 Perpetual 5513.59 <30 Days IG-1-Q 745.42 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101690.32 Perpetual 7905.04 30-90 Days IG-2-Q 3632.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50372.73 Perpetual 7275.28 91-180 Days C-1 15.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73340.29 Perpetual 1252.82 91-180 Days CB-4 7640.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19615.87 Perpetual 2926.40 <30 Days E-10 1536.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39050.17 Perpetual 295.39 <30 Days E-3 4965.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8932.79 Perpetual 1060.41 30-90 Days E-4 363.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32003.49 Perpetual 3883.00 <30 Days E-5 4512.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11250.78 Perpetual 584.35 91-180 Days E-6 214.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70677.66 Perpetual 475.12 91-180 Days E-7 2577.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86344.85 Perpetual 11490.83 Open E-8 6308.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108821.39 Perpetual 11774.93 <30 Days E-9 7952.23 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96997.11 Perpetual 1930.92 Open G-4 14081.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80088.86 Perpetual 9098.63 30-90 Days IG-3 15861.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25867.57 Perpetual 1386.65 Open IG-4 26.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71807.15 Perpetual 2072.72 91-180 Days IG-5 534.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76256.62 Perpetual 10528.81 91-180 Days IG-6 15215.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100363.38 Perpetual 7907.89 30-90 Days IG-7 3765.32 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56093.42 Perpetual 3506.62 <30 Days IG-8 2803.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112344.42 Perpetual 2760.62 30-90 Days L-1 5991.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65147.90 Perpetual 130.86 <30 Days L-10 4349.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107094.51 Perpetual 4952.52 91-180 Days L-11 17998.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70884.71 Perpetual 6225.22 <30 Days L-2 10981.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96569.34 Perpetual 4734.02 91-180 Days L-3 13455.74 Yes Liberty Mortgage Services Corp. Operations