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 92408.04 Day 44 1588.59 30-90 Days IG-2 11452.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78896.25 Day 44 3174.84 Open S-1 4335.75 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98932.89 Day 44 14092.27 <30 Days S-2 8753.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37638.14 Day 44 839.77 <30 Days S-3 3485.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4284.04 Day 44 6.40 Open S-4 334.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22830.21 Day 44 748.34 30-90 Days S-5 3426.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53908.37 Day 44 784.21 <30 Days S-6 8240.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86916.90 Day 44 7557.92 30-90 Days S-7 13031.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65844.52 Day 45 8669.80 Open A-0-Q 6171.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41166.97 Day 45 784.08 Open A-1-Q 7396.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6615.25 Day 45 360.68 <30 Days A-2-Q 676.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45661.07 Day 45 3775.94 91-180 Days A-3-Q 7279.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44103.25 Day 45 1038.45 91-180 Days A-4-Q 3599.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109978.26 Day 45 15609.68 Open A-5-Q 8849.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103118.82 Day 45 1596.08 Open CB-1-Q 9702.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39432.31 Day 45 3650.20 91-180 Days CB-2-Q 902.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109400.46 Day 45 14756.64 91-180 Days S-1-Q 17942.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16991.62 Day 45 2199.08 91-180 Days S-2-Q 3097.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104968.32 Day 45 9153.82 30-90 Days S-3-Q 2699.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76378.64 Day 45 3578.15 <30 Days S-4-Q 14443.60 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53407.25 Day 45 5426.90 30-90 Days CB-3-Q 1180.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109692.85 Day 45 8881.15 <30 Days G-1-Q 17582.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30148.39 Day 45 3510.42 Open G-2-Q 4961.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24094.54 Day 45 1398.66 30-90 Days G-3-Q 4754.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52687.18 Day 45 7782.84 <30 Days S-5-Q 6450.30 No Finance