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 93306.79 Day 16 6910.85 Open IG-1-Q 4672.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41358.38 Day 16 6002.99 30-90 Days IG-2-Q 4316.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 665.55 Day 16 19.31 <30 Days C-1 131.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12850.83 Day 16 1458.61 30-90 Days CB-4 1571.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76902.35 Day 16 8945.97 30-90 Days E-10 13928.50 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89438.69 Day 16 9007.18 91-180 Days E-3 8083.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68919.00 Day 16 6316.13 <30 Days E-4 12535.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88018.65 Day 16 5101.84 30-90 Days E-5 5986.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103259.03 Day 16 13538.75 91-180 Days E-6 7734.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11475.60 Day 16 1290.85 Open E-7 1131.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17231.24 Day 16 640.14 91-180 Days E-8 2159.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85010.63 Day 16 4131.54 <30 Days E-9 16371.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21550.98 Day 16 1292.69 Open G-4 3953.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54813.31 Day 16 2089.38 Open IG-3 1351.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38183.91 Day 16 4493.74 <30 Days IG-4 5030.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12362.23 Day 16 1463.89 91-180 Days IG-5 1870.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24283.38 Day 16 3395.06 Open IG-6 4692.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58034.36 Day 16 1901.20 <30 Days IG-7 9465.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47100.85 Day 16 5291.53 <30 Days IG-8 7496.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56895.65 Day 16 2151.59 Open L-1 125.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19234.27 Day 16 2180.56 30-90 Days L-10 2173.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112340.49 Day 16 12667.70 30-90 Days L-11 14933.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24380.30 Day 16 1198.93 <30 Days L-2 2186.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28085.57 Day 16 2350.37 91-180 Days L-3 3078.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22450.67 Day 16 1853.80 91-180 Days L-4 1152.29 Yes Liberty Capital Markets Inc. Treasury