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 31691.55 Day 55 1524.58 Open G-4 4259.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11181.98 Day 55 575.11 30-90 Days IG-3 1137.70 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21702.87 Day 55 1843.98 91-180 Days IG-4 2476.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43481.36 Day 55 6396.42 30-90 Days IG-5 2567.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87156.77 Day 55 6052.01 91-180 Days IG-6 9051.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75765.32 Day 55 1892.94 Open IG-7 14483.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40494.07 Day 55 3141.15 Open IG-8 6003.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89543.05 Day 55 8439.52 Open L-1 2292.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71714.03 Day 55 2959.83 30-90 Days L-10 7100.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47806.93 Day 55 6860.33 <30 Days L-11 2913.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32869.01 Day 55 1899.72 91-180 Days L-2 5120.21 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110481.78 Day 55 16493.77 <30 Days L-3 17076.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84538.23 Day 55 6768.45 <30 Days L-4 1956.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80570.88 Day 55 330.28 <30 Days L-5 13239.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19793.68 Day 55 2852.36 Open L-6 1797.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99005.79 Day 55 10580.97 <30 Days L-7 18401.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88736.20 Day 55 12325.62 91-180 Days L-8 114.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27239.90 Day 55 3611.19 <30 Days L-9 5388.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60165.11 Day 55 6342.34 Open LC-1 8651.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99511.95 Day 55 2837.51 <30 Days LC-2 16565.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72375.69 Day 55 8639.90 <30 Days N-1 7096.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79947.96 Day 55 11417.87 91-180 Days N-2 9966.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71371.18 Day 55 4452.52 91-180 Days N-3 8253.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12181.12 Day 55 1239.77 <30 Days N-4 1748.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72556.70 Day 55 4693.02 Open N-5 4833.57 No Treasury