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 9227.85 Day 10 201.59 Open IG-1 425.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112428.13 Day 10 1923.98 Open IG-2 18883.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33073.92 Day 10 3822.52 Open S-1 419.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2645.70 Day 10 233.83 30-90 Days S-2 519.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44606.56 Day 10 1640.88 <30 Days S-3 2293.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93036.94 Day 10 9424.62 Open S-4 12411.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92415.04 Day 10 12895.65 30-90 Days S-5 14457.61 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18265.99 Day 10 629.09 Open S-6 1832.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64757.14 Day 10 492.13 <30 Days S-7 2857.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94403.45 Day 11 4375.62 <30 Days A-0-Q 9102.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35879.45 Day 11 3123.47 30-90 Days A-1-Q 2136.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52618.98 Day 11 6943.82 Open A-2-Q 9364.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15618.74 Day 11 2244.77 <30 Days A-3-Q 80.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41979.62 Day 11 1244.16 30-90 Days A-4-Q 2975.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68681.70 Day 11 1731.73 30-90 Days A-5-Q 4725.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38788.39 Day 11 1843.60 <30 Days CB-1-Q 4928.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60337.81 Day 11 7411.47 <30 Days CB-2-Q 11025.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60683.98 Day 11 6270.00 30-90 Days S-1-Q 3730.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27997.97 Day 11 364.82 91-180 Days S-2-Q 2804.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54688.31 Day 11 3949.27 91-180 Days S-3-Q 2995.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79895.00 Day 11 2705.72 91-180 Days S-4-Q 9364.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62555.32 Day 11 2415.75 91-180 Days CB-3-Q 10000.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9026.89 Day 11 635.93 Open G-1-Q 1016.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25982.76 Day 11 3696.68 91-180 Days G-2-Q 2889.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51568.38 Day 11 5720.66 <30 Days G-3-Q 162.85 No Legal