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 Central Bank No 3915.39 Day 37 251.48 Open IG-1-Q 742.45 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80966.94 Day 37 6700.07 <30 Days IG-2-Q 11345.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61535.16 Day 37 5008.35 Open C-1 8633.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11948.71 Day 37 832.23 30-90 Days CB-4 2346.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12753.27 Day 37 1781.84 <30 Days E-10 1501.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90693.22 Day 37 8042.23 Open E-3 18132.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95143.85 Day 37 10906.48 Open E-4 4272.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61917.10 Day 37 735.67 <30 Days E-5 701.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12530.23 Day 37 237.93 91-180 Days E-6 1697.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23416.33 Day 37 2797.16 Open E-7 4488.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95739.23 Day 37 2924.23 30-90 Days E-8 8527.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12555.20 Day 37 1670.93 91-180 Days E-9 2009.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 20609.76 Day 37 1117.00 30-90 Days G-4 1252.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58244.36 Day 37 4731.29 Open IG-3 5644.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61217.39 Day 37 1870.10 30-90 Days IG-4 7411.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11592.44 Day 37 847.77 91-180 Days IG-5 359.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38064.56 Day 37 3778.43 30-90 Days IG-6 4419.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21997.34 Day 37 3080.75 30-90 Days IG-7 451.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38369.43 Day 37 5349.41 30-90 Days IG-8 7670.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57771.58 Day 37 1044.54 <30 Days L-1 5123.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78017.87 Day 37 8756.99 30-90 Days L-10 14076.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109697.99 Day 37 10231.33 Open L-11 399.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59804.67 Day 37 5067.75 91-180 Days L-2 6472.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 51229.38 Day 37 1952.99 <30 Days L-3 1925.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15742.70 Day 37 457.60 <30 Days L-4 1718.84 Yes Liberty Mortgage Services Corp. Treasury