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 104819.62 Day 46 11922.47 30-90 Days N-1 77.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18118.34 Day 46 1881.27 91-180 Days N-2 1457.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18163.33 Day 46 2410.11 30-90 Days N-3 1962.47 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7235.23 Day 46 574.23 Open N-4 1323.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104173.39 Day 46 2032.01 91-180 Days N-5 3269.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85533.92 Day 46 3267.46 <30 Days N-6 10364.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32937.48 Day 46 1736.59 30-90 Days N-7 4999.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35814.84 Day 46 1870.96 Open P-1 2315.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18389.84 Day 46 195.10 30-90 Days P-2 378.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43414.13 Day 46 6452.55 <30 Days S-8 8157.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55127.95 Day 46 22.84 <30 Days Y-1 5560.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87526.75 Day 46 7946.22 30-90 Days Y-2 4566.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31631.69 Day 46 1901.73 30-90 Days Y-3 2758.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21454.15 Day 46 1077.19 <30 Days Y-4 3356.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41082.89 Day 46 3202.68 <30 Days Z-1 394.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83278.26 Day 46 8496.91 91-180 Days A-2 1710.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70694.27 Day 46 8630.13 <30 Days A-3 1793.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4120.42 Day 46 167.06 91-180 Days A-4 715.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43500.13 Day 46 5509.12 <30 Days A-5 5675.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37577.45 Day 46 2203.35 30-90 Days CB-1 6778.62 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12485.68 Day 46 1248.16 30-90 Days CB-2 1516.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77244.23 Day 46 10433.55 Open CB-3 1751.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108766.19 Day 46 5159.70 <30 Days E-1 2329.20 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43441.35 Day 46 6298.65 Open E-2 6398.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41430.18 Day 46 2290.17 30-90 Days G-1 6452.19 No Treasury