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 28057.81 Day 54 4172.21 <30 Days Y-4 218.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72964.40 Day 54 2519.18 91-180 Days Z-1 8122.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105920.77 Day 54 2462.91 91-180 Days A-2 7884.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88898.70 Day 54 13015.75 <30 Days A-3 9681.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56312.10 Day 54 2611.35 Open A-4 2887.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96486.87 Day 54 4788.18 91-180 Days A-5 16815.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23949.86 Day 54 359.43 91-180 Days CB-1 720.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59243.73 Day 54 5173.77 91-180 Days CB-2 5677.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111438.82 Day 54 9560.22 <30 Days CB-3 16796.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106846.52 Day 54 2425.37 <30 Days E-1 1085.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32682.27 Day 54 555.24 30-90 Days E-2 2669.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7296.02 Day 54 653.28 <30 Days G-1 1017.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19079.31 Day 54 556.88 30-90 Days G-2 2348.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88341.99 Day 54 7374.91 91-180 Days G-3 15017.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11000.77 Day 54 595.20 <30 Days IG-1 2162.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67365.17 Day 54 879.88 <30 Days IG-2 7933.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49078.76 Day 54 6512.36 Open S-1 7901.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99027.56 Day 54 13488.39 Open S-2 4703.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73497.14 Day 54 6360.97 <30 Days S-3 7304.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 816.12 Day 54 59.72 91-180 Days S-4 63.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22388.73 Day 54 2038.77 Open S-5 1555.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23343.13 Day 54 1498.21 30-90 Days S-6 1056.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70707.09 Day 54 10520.70 Open S-7 10672.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61534.97 Day 55 8082.73 91-180 Days A-0-Q 8266.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96174.93 Day 55 4178.75 91-180 Days A-1-Q 12050.11 Yes Liberty Capital Markets Inc. Finance