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 Yes 1014.73 Day 13 29.95 Open G-3-Q 79.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107554.97 Day 13 12303.57 30-90 Days S-5-Q 2839.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82377.96 Day 13 10359.67 <30 Days S-6-Q 12517.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66565.40 Day 13 435.85 <30 Days S-7-Q 2819.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60167.10 Day 13 5507.96 91-180 Days E-1-Q 6877.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62355.83 Day 13 3715.69 91-180 Days E-2-Q 7528.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48539.40 Day 13 5139.10 91-180 Days IG-1-Q 8010.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89746.94 Day 13 12146.74 Open IG-2-Q 8640.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33111.29 Day 13 4695.87 <30 Days C-1 4703.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54617.90 Day 13 5592.22 <30 Days CB-4 6167.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63150.43 Day 13 8193.57 91-180 Days E-10 1359.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55736.99 Day 13 885.05 30-90 Days E-3 1950.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95498.23 Day 13 2370.67 Open E-4 16890.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28705.88 Day 13 407.91 Open E-5 698.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76866.83 Day 13 7219.55 Open E-6 15174.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12125.17 Day 13 1803.65 <30 Days E-7 223.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112433.29 Day 13 14974.85 91-180 Days E-8 11514.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111595.03 Day 13 14636.37 30-90 Days E-9 5481.58 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90488.15 Day 13 6231.46 Open G-4 2009.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71256.72 Day 13 7461.06 <30 Days IG-3 11349.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11140.58 Day 13 1076.01 30-90 Days IG-4 124.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101783.74 Day 13 6205.95 Open IG-5 4196.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67837.81 Day 13 5222.06 <30 Days IG-6 3489.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3130.43 Day 13 450.42 91-180 Days IG-7 362.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103016.94 Day 13 10298.24 91-180 Days IG-8 16473.44 No Risk Management