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 Sovereign Yes 46970.10 Day 53 5897.05 30-90 Days IG-5 3763.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83539.00 Day 53 4604.27 30-90 Days IG-6 16065.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82848.98 Day 53 4052.31 91-180 Days IG-7 16187.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63323.46 Day 53 1798.78 91-180 Days IG-8 244.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86276.76 Day 53 2212.13 Open L-1 8673.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47860.09 Day 53 6502.32 Open L-10 1854.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82598.95 Day 53 4564.29 30-90 Days L-11 5759.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56939.45 Day 53 6715.99 30-90 Days L-2 1360.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1882.00 Day 53 187.00 91-180 Days L-3 195.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73653.49 Day 53 9544.85 30-90 Days L-4 11863.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76667.51 Day 53 1494.17 91-180 Days L-5 556.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32134.64 Day 53 3570.70 30-90 Days L-6 2476.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16498.55 Day 53 1607.62 Open L-7 1769.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59555.30 Day 53 6979.71 30-90 Days L-8 1914.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109301.63 Day 53 8227.05 <30 Days L-9 12315.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58706.91 Day 53 333.26 Open LC-1 8222.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45569.55 Day 53 1894.01 <30 Days LC-2 342.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19807.40 Day 53 254.99 91-180 Days N-1 311.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65352.15 Day 53 8115.40 30-90 Days N-2 5753.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72023.73 Day 53 10058.10 Open N-3 11492.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24616.96 Day 53 1828.62 91-180 Days N-4 284.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97923.50 Day 53 12705.15 30-90 Days N-5 1826.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84295.99 Day 53 7193.97 Open N-6 16301.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6158.14 Day 53 412.99 Open N-7 1056.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91008.51 Day 53 5856.54 <30 Days P-1 2288.44 Yes Liberty International Finance Ltd. Finance