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 64250.52 Day 44 7532.63 Open CB-1-Q 11257.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102102.93 Day 44 1692.66 Open CB-2-Q 12270.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38811.06 Day 44 3529.63 91-180 Days S-1-Q 6310.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87643.52 Day 44 1800.82 <30 Days S-2-Q 6772.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39343.94 Day 44 4550.48 Open S-3-Q 6851.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97418.26 Day 44 12163.26 <30 Days S-4-Q 4207.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47120.79 Day 44 758.90 91-180 Days CB-3-Q 1754.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89342.31 Day 44 5181.14 91-180 Days G-1-Q 7410.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22354.93 Day 44 317.66 91-180 Days G-2-Q 1620.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55538.51 Day 44 3037.08 30-90 Days G-3-Q 6623.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84721.45 Day 44 12202.94 30-90 Days S-5-Q 1599.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71084.43 Day 44 2186.49 Open S-6-Q 984.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78722.70 Day 44 5438.30 <30 Days S-7-Q 10887.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86586.94 Day 44 9774.41 <30 Days E-1-Q 2035.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34441.77 Day 44 336.31 Open E-2-Q 2953.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70759.34 Day 44 1478.54 Open IG-1-Q 11341.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9511.56 Day 44 350.99 Open IG-2-Q 492.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52888.41 Day 44 2374.24 <30 Days C-1 6317.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20236.47 Day 44 416.17 <30 Days CB-4 2104.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15995.15 Day 44 222.44 <30 Days E-10 2271.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110353.33 Day 44 11546.64 <30 Days E-3 10534.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105642.09 Day 44 13671.06 91-180 Days E-4 16483.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6387.06 Day 44 172.92 Open E-5 14.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42065.70 Day 44 2793.90 <30 Days E-6 2205.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103415.82 Day 44 11053.40 <30 Days E-7 20568.36 Yes Liberty International Finance Ltd. Finance