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 107194.05 Day 28 10125.77 91-180 Days A-5-Q 1901.70 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29963.00 Day 28 594.65 <30 Days CB-1-Q 5341.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113572.23 Day 28 9956.27 <30 Days CB-2-Q 11564.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107905.31 Day 28 88.04 <30 Days S-1-Q 5645.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78889.16 Day 28 3156.88 30-90 Days S-2-Q 3632.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80865.37 Day 28 5102.65 Open S-3-Q 1986.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107094.93 Day 28 11101.88 91-180 Days S-4-Q 149.95 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74014.66 Day 28 7260.84 <30 Days CB-3-Q 5689.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 113544.93 Day 28 6338.40 30-90 Days G-1-Q 16807.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98473.53 Day 28 6088.19 91-180 Days G-2-Q 15888.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71376.80 Day 28 6323.58 Open G-3-Q 2893.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49326.64 Day 28 1115.12 Open S-5-Q 6991.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9169.12 Day 28 652.86 <30 Days S-6-Q 1419.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23208.81 Day 28 1856.03 <30 Days S-7-Q 1626.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4327.32 Day 28 205.95 Open E-1-Q 86.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91451.67 Day 28 8537.70 Open E-2-Q 2111.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4117.62 Day 28 239.10 91-180 Days IG-1-Q 265.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85458.23 Day 28 4372.80 91-180 Days IG-2-Q 12753.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61314.08 Day 28 3339.20 91-180 Days C-1 6126.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72079.01 Day 28 5046.55 Open CB-4 4290.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22279.87 Day 28 3209.63 Open E-10 1089.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13522.08 Day 28 1222.12 30-90 Days E-3 2058.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38479.27 Day 28 5078.07 91-180 Days E-4 4839.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93746.63 Day 28 7936.22 <30 Days E-5 17101.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87288.04 Day 28 6836.15 <30 Days E-6 15423.97 Yes Liberty Mortgage Services Corp. Treasury