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 58310.78 Day 25 266.05 <30 Days CB-1 8168.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110376.34 Day 25 13035.13 91-180 Days CB-2 4944.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90118.13 Day 25 4188.40 Open CB-3 17445.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33936.24 Day 25 224.33 <30 Days E-1 5416.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106686.89 Day 25 8622.93 <30 Days E-2 12211.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65015.73 Day 25 2397.59 Open G-1 8962.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96327.64 Day 25 14105.57 Open G-2 431.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8630.54 Day 25 208.47 30-90 Days G-3 990.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59580.49 Day 25 4190.09 91-180 Days IG-1 6380.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74854.07 Day 25 9085.35 <30 Days IG-2 255.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41459.78 Day 25 4473.79 Open S-1 6978.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97404.21 Day 25 3316.94 <30 Days S-2 2818.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7083.83 Day 25 274.63 30-90 Days S-3 821.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55269.09 Day 25 4389.07 <30 Days S-4 10060.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25327.55 Day 25 2265.02 30-90 Days S-5 2293.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49207.21 Day 25 878.03 Open S-6 3103.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8939.91 Day 25 127.26 91-180 Days S-7 823.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69882.79 Day 26 3606.94 30-90 Days A-0-Q 11802.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41489.86 Day 26 4389.03 91-180 Days A-1-Q 5336.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69285.98 Day 26 10150.86 30-90 Days A-2-Q 5078.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69731.37 Day 26 4318.81 30-90 Days A-3-Q 1126.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90651.51 Day 26 1049.68 <30 Days A-4-Q 16450.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82710.15 Day 26 3696.46 Open A-5-Q 10030.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71264.12 Day 26 10534.56 Open CB-1-Q 2130.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91697.55 Day 26 10798.36 Open CB-2-Q 4404.66 Yes Liberty Capital Markets Inc. Treasury