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 2943.75 Day 15 253.03 <30 Days P-1 41.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100655.27 Day 15 785.03 <30 Days P-2 14161.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1405.60 Day 15 83.67 <30 Days S-8 88.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69049.35 Day 15 9358.15 Open Y-1 7464.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87563.12 Day 15 5273.78 <30 Days Y-2 1958.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68022.05 Day 15 7024.21 91-180 Days Y-3 6731.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112712.16 Day 15 3927.90 30-90 Days Y-4 21819.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63959.37 Day 15 5939.37 Open Z-1 12304.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16781.97 Day 15 2395.72 <30 Days A-2 573.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11827.20 Day 15 1188.34 91-180 Days A-3 1743.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94079.21 Day 15 4618.30 Open A-4 8075.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3438.56 Day 15 252.32 30-90 Days A-5 292.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66456.18 Day 15 9351.95 Open CB-1 9503.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57599.99 Day 15 3315.85 Open CB-2 9597.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14985.57 Day 15 217.14 30-90 Days CB-3 1014.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11357.10 Day 15 1195.05 <30 Days E-1 464.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107493.66 Day 15 9982.24 <30 Days E-2 10740.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83918.56 Day 15 622.22 30-90 Days G-1 8282.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111205.37 Day 15 8631.79 Open G-2 18261.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113573.87 Day 15 12416.65 91-180 Days G-3 942.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98539.84 Day 15 4749.84 91-180 Days IG-1 7058.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6942.71 Day 15 479.68 91-180 Days IG-2 195.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93278.84 Day 15 12022.50 30-90 Days S-1 15282.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110891.86 Day 15 13289.84 Open S-2 9689.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22621.76 Day 15 1712.49 Open S-3 3735.69 Yes Liberty Wealth Management LLC Risk Management