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 91269.75 Day 31 4249.95 91-180 Days S-7 17842.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38605.75 Day 32 5577.68 <30 Days A-0-Q 1796.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24075.19 Day 32 924.68 91-180 Days A-1-Q 14.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96981.10 Day 32 8953.47 <30 Days A-2-Q 3065.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63645.06 Day 32 6165.21 91-180 Days A-3-Q 5569.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83717.37 Day 32 7685.56 30-90 Days A-4-Q 6871.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49322.32 Day 32 3163.46 <30 Days A-5-Q 5873.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45141.72 Day 32 2339.67 91-180 Days CB-1-Q 5012.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49526.10 Day 32 1695.59 Open CB-2-Q 491.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96100.21 Day 32 9299.99 <30 Days S-1-Q 4446.29 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72682.94 Day 32 2189.60 <30 Days S-2-Q 4230.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62154.16 Day 32 2460.23 30-90 Days S-3-Q 10744.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7445.00 Day 32 112.31 Open S-4-Q 20.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52246.36 Day 32 5472.24 <30 Days CB-3-Q 7144.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88325.19 Day 32 9676.72 30-90 Days G-1-Q 8139.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104880.50 Day 32 7621.22 <30 Days G-2-Q 15499.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37527.49 Day 32 4013.90 30-90 Days G-3-Q 4828.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25179.46 Day 32 2719.62 30-90 Days S-5-Q 327.02 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55245.21 Day 32 2719.77 30-90 Days S-6-Q 7734.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1594.16 Day 32 41.93 91-180 Days S-7-Q 276.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111933.61 Day 32 9971.28 <30 Days E-1-Q 20680.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63024.34 Day 32 92.55 <30 Days E-2-Q 794.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88369.55 Day 32 309.21 <30 Days IG-1-Q 9390.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47617.42 Day 32 149.76 <30 Days IG-2-Q 943.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112948.58 Day 32 6877.77 30-90 Days C-1 5620.26 Yes Liberty Mortgage Services Corp. Legal