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 98149.27 Day 22 11550.50 91-180 Days IG-8 9986.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4909.87 Day 22 55.42 30-90 Days L-1 424.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54767.53 Day 22 5975.79 30-90 Days L-10 7049.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12341.75 Day 22 1568.86 Open L-11 55.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62986.73 Day 22 7383.52 Open L-2 7280.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99.66 Day 22 5.52 91-180 Days L-3 13.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12840.86 Day 22 1723.02 91-180 Days L-4 780.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 729.27 Day 22 11.31 30-90 Days L-5 30.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93370.96 Day 22 10714.39 <30 Days L-6 9585.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4667.89 Day 22 343.15 91-180 Days L-7 681.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71468.35 Day 22 63.41 <30 Days L-8 5924.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14465.71 Day 22 637.11 91-180 Days L-9 2288.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59537.35 Day 22 948.83 91-180 Days LC-1 8589.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32910.49 Day 22 3204.76 <30 Days LC-2 2122.68 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73820.71 Day 22 5843.61 30-90 Days N-1 11644.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108610.69 Day 22 12074.07 <30 Days N-2 6303.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79887.26 Day 22 1648.61 30-90 Days N-3 4658.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8782.16 Day 22 128.25 30-90 Days N-4 979.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32539.53 Day 22 4767.59 30-90 Days N-5 3831.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44393.24 Day 22 3641.80 91-180 Days N-6 3325.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38307.79 Day 22 970.52 91-180 Days N-7 7348.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67447.44 Day 22 2617.10 30-90 Days P-1 3071.02 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9105.76 Day 22 417.69 30-90 Days P-2 1408.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102801.99 Day 22 2829.37 30-90 Days S-8 10930.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46622.69 Day 22 1852.15 30-90 Days Y-1 3524.35 Yes Liberty Mortgage Services Corp. Treasury