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 60169.94 Day 21 8024.46 Open E-3 10594.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36747.11 Day 21 4684.58 91-180 Days E-4 5203.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30620.43 Day 21 1764.75 Open E-5 3068.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21941.32 Day 21 1993.87 <30 Days E-6 2713.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15782.38 Day 21 1135.29 <30 Days E-7 2737.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39937.50 Day 21 820.99 30-90 Days E-8 4431.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51172.01 Day 21 3988.82 91-180 Days E-9 4895.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73657.93 Day 21 6121.54 <30 Days G-4 556.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3394.47 Day 21 125.36 <30 Days IG-3 108.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26099.79 Day 21 3657.28 Open IG-4 3187.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37342.02 Day 21 5432.12 Open IG-5 3397.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78246.92 Day 21 6453.15 91-180 Days IG-6 7647.77 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61393.97 Day 21 4599.80 <30 Days IG-7 7490.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92943.28 Day 21 7162.41 91-180 Days IG-8 12428.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15175.30 Day 21 394.31 30-90 Days L-1 393.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110022.09 Day 21 5638.29 Open L-10 16557.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16642.13 Day 21 1078.13 <30 Days L-11 1970.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70057.23 Day 21 627.56 91-180 Days L-2 8642.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89894.39 Day 21 8153.99 <30 Days L-3 13398.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54013.83 Day 21 6935.35 <30 Days L-4 9115.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80825.03 Day 21 7012.81 <30 Days L-5 1499.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42289.80 Day 21 5082.63 91-180 Days L-6 3959.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55433.03 Day 21 3030.97 30-90 Days L-7 3218.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71686.12 Day 21 4068.92 91-180 Days L-8 6535.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95493.23 Day 21 10166.27 Open L-9 1518.16 Yes Liberty Capital Markets Inc. Risk Management