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 No 67649.09 Day 31 5893.05 91-180 Days Y-1 830.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28216.66 Day 31 2305.97 <30 Days Y-2 1510.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46870.33 Day 31 3916.61 30-90 Days Y-3 5171.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84659.37 Day 31 10366.94 91-180 Days Y-4 6439.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23898.07 Day 31 1199.60 Open Z-1 2202.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24389.76 Day 31 3252.70 <30 Days A-2 4134.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51174.19 Day 31 2784.71 <30 Days A-3 6809.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39182.72 Day 31 618.27 <30 Days A-4 5650.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80751.54 Day 31 1331.97 30-90 Days A-5 10199.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15584.21 Day 31 1893.67 30-90 Days CB-1 2205.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74008.78 Day 31 10122.54 Open CB-2 4941.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83475.71 Day 31 9409.88 <30 Days CB-3 10677.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40047.43 Day 31 3546.91 30-90 Days E-1 3872.47 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26283.51 Day 31 3195.41 Open E-2 1748.47 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78301.64 Day 31 1768.41 <30 Days G-1 1537.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15541.81 Day 31 1229.74 Open G-2 1018.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63127.58 Day 31 5036.01 Open G-3 1235.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66468.67 Day 31 4652.95 30-90 Days IG-1 8557.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28316.65 Day 31 639.18 Open IG-2 1544.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59363.91 Day 31 8526.67 30-90 Days S-1 2740.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 430.58 Day 31 45.63 30-90 Days S-2 9.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75873.95 Day 31 4992.57 30-90 Days S-3 12463.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38711.40 Day 31 36.06 30-90 Days S-4 2065.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42388.43 Day 31 5233.80 30-90 Days S-5 6522.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53287.22 Day 31 6537.16 91-180 Days S-6 826.67 No Treasury