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 MDB No 57371.03 Day 6 6909.76 91-180 Days G-1-Q 4847.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37837.22 Day 6 4904.92 Open G-2-Q 5705.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55956.00 Day 6 5296.31 30-90 Days G-3-Q 9452.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1006.47 Day 6 58.35 91-180 Days S-5-Q 34.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1939.71 Day 6 115.26 <30 Days S-6-Q 22.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53383.36 Day 6 2967.58 <30 Days S-7-Q 2718.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17430.91 Day 6 2194.52 <30 Days E-1-Q 3447.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100672.11 Day 6 8207.09 <30 Days E-2-Q 13283.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78380.17 Day 6 10618.81 Open IG-1-Q 9971.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11226.71 Day 6 802.72 91-180 Days IG-2-Q 1178.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91345.96 Day 6 6735.78 30-90 Days C-1 17257.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32924.67 Day 6 763.54 Open CB-4 5421.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63532.22 Day 6 8377.76 91-180 Days E-10 8848.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78031.63 Day 6 10924.31 Open E-3 3881.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91628.51 Day 6 479.93 Open E-4 10604.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110221.33 Day 6 10734.77 91-180 Days E-5 10031.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76332.06 Day 6 8838.34 Open E-6 2965.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68400.27 Day 6 1351.76 <30 Days E-7 9362.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41310.54 Day 6 4911.45 30-90 Days E-8 3949.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35616.64 Day 6 3483.11 30-90 Days E-9 1519.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3618.68 Day 6 376.40 Open G-4 720.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77429.23 Day 6 4842.85 91-180 Days IG-3 13062.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78359.93 Day 6 7813.90 <30 Days IG-4 6598.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17789.38 Day 6 1760.75 <30 Days IG-5 1815.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1476.56 Day 6 137.94 Open IG-6 64.77 Yes Liberty Mortgage Services Corp. Finance