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 30782.47 Day 19 3610.30 30-90 Days IG-2 1807.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99689.08 Day 19 13593.90 <30 Days S-1 3618.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82274.28 Day 19 4975.91 Open S-2 13889.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62630.11 Day 19 1010.46 91-180 Days S-3 12008.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110936.25 Day 19 5691.60 91-180 Days S-4 20236.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58831.71 Day 19 8070.36 91-180 Days S-5 9732.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25317.83 Day 19 988.37 Open S-6 3364.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102466.19 Day 19 8252.06 Open S-7 19397.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61993.84 Day 20 1776.31 <30 Days A-0-Q 11143.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29565.21 Day 20 3097.91 Open A-1-Q 1650.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50731.36 Day 20 6165.99 <30 Days A-2-Q 5311.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23991.81 Day 20 3352.94 Open A-3-Q 3804.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107017.10 Day 20 12962.16 Open A-4-Q 17983.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16295.24 Day 20 738.81 <30 Days A-5-Q 1735.20 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94596.18 Day 20 1547.01 Open CB-1-Q 568.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22164.46 Day 20 1444.84 30-90 Days CB-2-Q 2853.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18370.86 Day 20 2071.67 30-90 Days S-1-Q 2517.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25330.34 Day 20 3268.07 91-180 Days S-2-Q 2039.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91520.65 Day 20 5381.27 Open S-3-Q 5282.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23527.07 Day 20 354.15 Open S-4-Q 1192.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28100.00 Day 20 1411.76 Open CB-3-Q 230.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111242.27 Day 20 13655.73 Open G-1-Q 1929.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98313.71 Day 20 13003.66 91-180 Days G-2-Q 15392.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7619.65 Day 20 534.23 Open G-3-Q 1203.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106433.33 Day 20 5731.95 Open S-5-Q 15181.87 Yes Liberty Wealth Management LLC Legal