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 50436.59 Day 35 7254.33 <30 Days S-1 9396.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96456.07 Day 35 7714.69 <30 Days S-2 10386.17 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101075.20 Day 35 8126.95 91-180 Days S-3 2780.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79054.53 Day 35 8243.63 <30 Days S-4 15068.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24715.88 Day 35 3225.02 30-90 Days S-5 370.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84.09 Day 35 5.31 91-180 Days S-6 14.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81472.09 Day 35 4333.91 91-180 Days S-7 14552.47 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62196.71 Day 36 6478.69 30-90 Days A-0-Q 11412.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62179.03 Day 36 527.63 30-90 Days A-1-Q 3702.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20348.45 Day 36 480.87 <30 Days A-2-Q 3709.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13048.17 Day 36 284.71 91-180 Days A-3-Q 252.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11683.46 Day 36 855.43 91-180 Days A-4-Q 159.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30720.01 Day 36 3064.93 30-90 Days A-5-Q 3882.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11581.34 Day 36 529.91 Open CB-1-Q 753.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95440.08 Day 36 3392.81 <30 Days CB-2-Q 14884.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46431.01 Day 36 2908.54 91-180 Days S-1-Q 1293.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84545.95 Day 36 6280.76 Open S-2-Q 1675.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27280.50 Day 36 3388.10 30-90 Days S-3-Q 245.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88542.72 Day 36 1406.11 Open S-4-Q 1903.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85283.81 Day 36 8163.39 Open CB-3-Q 9472.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96714.34 Day 36 11088.53 <30 Days G-1-Q 810.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91722.19 Day 36 273.31 <30 Days G-2-Q 14768.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28309.64 Day 36 3671.59 91-180 Days G-3-Q 2480.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99789.55 Day 36 13654.97 <30 Days S-5-Q 12010.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98389.55 Day 36 10589.62 <30 Days S-6-Q 6060.05 Yes Liberty International Finance Ltd. Risk Management