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 109771.52 Day 56 16308.99 <30 Days S-7 18089.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47885.26 Day 57 384.82 91-180 Days A-0-Q 4928.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61133.51 Day 57 4962.49 <30 Days A-1-Q 7829.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77542.68 Day 57 3166.88 Open A-2-Q 6438.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65338.73 Day 57 1666.82 Open A-3-Q 12964.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20907.24 Day 57 2346.51 30-90 Days A-4-Q 3161.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33680.52 Day 57 3052.43 <30 Days A-5-Q 3274.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64837.58 Day 57 6175.50 Open CB-1-Q 1958.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16212.63 Day 57 2098.17 Open CB-2-Q 1477.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33480.67 Day 57 3814.35 Open S-1-Q 6085.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92102.37 Day 57 727.82 30-90 Days S-2-Q 18102.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104196.08 Day 57 11409.27 Open S-3-Q 14934.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9012.44 Day 57 1245.99 30-90 Days S-4-Q 1100.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19957.06 Day 57 121.26 30-90 Days CB-3-Q 352.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43234.13 Day 57 4080.42 Open G-1-Q 471.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38955.21 Day 57 276.52 Open G-2-Q 6733.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39750.27 Day 57 4354.16 <30 Days G-3-Q 2968.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102539.91 Day 57 3471.17 91-180 Days S-5-Q 13732.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 113554.97 Day 57 6960.91 <30 Days S-6-Q 8304.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95164.88 Day 57 11397.25 <30 Days S-7-Q 568.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17168.59 Day 57 1199.86 <30 Days E-1-Q 2915.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95145.22 Day 57 6134.94 91-180 Days E-2-Q 7178.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93924.25 Day 57 4769.54 91-180 Days IG-1-Q 7592.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12939.63 Day 57 1924.40 <30 Days IG-2-Q 634.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18317.23 Day 57 2058.57 91-180 Days C-1 2963.55 Yes Liberty Wealth Management LLC Legal