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 42603.22 Day 10 3101.13 30-90 Days CB-2-Q 7863.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9842.58 Day 10 0.13 30-90 Days S-1-Q 428.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5760.08 Day 10 19.79 Open S-2-Q 874.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20251.71 Day 10 2747.57 Open S-3-Q 1438.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 216.88 Day 10 7.09 <30 Days S-4-Q 35.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64140.81 Day 10 7892.12 30-90 Days CB-3-Q 4490.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92278.62 Day 10 1023.17 Open G-1-Q 17623.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6569.44 Day 10 869.02 91-180 Days G-2-Q 753.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59030.42 Day 10 8247.06 Open G-3-Q 6471.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86518.85 Day 10 10214.17 30-90 Days S-5-Q 9524.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32526.12 Day 10 2767.02 Open S-6-Q 2834.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84466.63 Day 10 8610.97 Open S-7-Q 9674.31 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75695.14 Day 10 7629.92 <30 Days E-1-Q 1899.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29894.38 Day 10 2198.87 30-90 Days E-2-Q 2483.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31776.90 Day 10 4463.21 30-90 Days IG-1-Q 6334.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11030.15 Day 10 283.05 91-180 Days IG-2-Q 1361.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30126.18 Day 10 2982.58 91-180 Days C-1 4247.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14473.67 Day 10 986.58 Open CB-4 2612.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104602.96 Day 10 11431.34 91-180 Days E-10 9070.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91641.98 Day 10 5639.98 30-90 Days E-3 8526.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22741.83 Day 10 2707.57 30-90 Days E-4 1216.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40108.15 Day 10 5776.17 91-180 Days E-5 2767.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60588.75 Day 10 6736.93 <30 Days E-6 3428.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35956.31 Day 10 2923.82 Open E-7 1596.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82538.23 Day 10 6731.49 <30 Days E-8 15380.96 Yes Liberty Capital Markets Inc. Operations