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 36141.13 Day 16 5211.27 91-180 Days L-5 2331.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86507.53 Day 16 7568.94 30-90 Days L-6 13669.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79124.03 Day 16 3151.21 Open L-7 14827.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46683.00 Day 16 2183.24 <30 Days L-8 5648.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60788.46 Day 16 2152.91 <30 Days L-9 4679.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43270.86 Day 16 5355.77 30-90 Days LC-1 1029.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37600.94 Day 16 3983.58 <30 Days LC-2 3736.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46779.76 Day 16 4367.53 <30 Days N-1 7562.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14424.13 Day 16 1159.65 <30 Days N-2 62.51 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47302.30 Day 16 4269.90 Open N-3 7199.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35663.41 Day 16 1739.52 30-90 Days N-4 2531.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37869.60 Day 16 3906.67 30-90 Days N-5 2961.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37191.56 Day 16 4655.50 30-90 Days N-6 3761.93 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59914.70 Day 16 7404.58 91-180 Days N-7 9158.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108739.91 Day 16 1911.44 <30 Days P-1 1900.36 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102276.15 Day 16 4620.15 Open P-2 4684.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44839.67 Day 16 4264.92 30-90 Days S-8 8907.78 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35297.32 Day 16 5197.05 30-90 Days Y-1 1971.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90784.28 Day 16 1667.29 30-90 Days Y-2 7362.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31266.63 Day 16 2773.84 91-180 Days Y-3 1438.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93701.69 Day 16 11288.49 30-90 Days Y-4 3545.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106128.08 Day 16 2847.66 30-90 Days Z-1 19392.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59535.49 Day 16 739.10 30-90 Days A-2 5356.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53959.08 Day 16 440.32 30-90 Days A-3 6173.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1319.09 Day 16 101.82 30-90 Days A-4 95.62 Yes Liberty Capital Markets Inc. Risk Management