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 31190.23 Day 58 3536.64 91-180 Days S-4 5767.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11317.24 Day 58 1032.22 91-180 Days S-5 766.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21472.26 Day 58 256.19 <30 Days S-6 4114.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5146.92 Day 58 19.65 30-90 Days S-7 89.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43063.94 Day 59 838.66 30-90 Days A-0-Q 981.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24580.33 Day 59 1523.59 91-180 Days A-1-Q 3233.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52891.68 Day 59 526.31 91-180 Days A-2-Q 1558.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63575.06 Day 59 5018.33 Open A-3-Q 1954.42 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66986.44 Day 59 3463.60 30-90 Days A-4-Q 6065.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72758.63 Day 59 9386.73 30-90 Days A-5-Q 691.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83443.31 Day 59 1356.98 Open CB-1-Q 4889.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106872.12 Day 59 6090.81 91-180 Days CB-2-Q 9816.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79760.55 Day 59 2965.41 Open S-1-Q 5318.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1455.53 Day 59 119.16 91-180 Days S-2-Q 239.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62333.75 Day 59 539.62 Open S-3-Q 11996.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63748.84 Day 59 8458.20 Open S-4-Q 7442.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62092.05 Day 59 7642.53 <30 Days CB-3-Q 1378.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90692.36 Day 59 11091.46 91-180 Days G-1-Q 3356.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93338.93 Day 59 13722.03 30-90 Days G-2-Q 4423.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67403.09 Day 59 5992.70 <30 Days G-3-Q 11460.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102647.95 Day 59 10618.54 <30 Days S-5-Q 7143.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76322.79 Day 59 6471.36 Open S-6-Q 1592.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100974.88 Day 59 7814.68 30-90 Days S-7-Q 2696.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65520.19 Day 59 6162.36 Open E-1-Q 4410.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3941.20 Day 59 100.22 Open E-2-Q 175.74 Yes Liberty Capital Markets Inc. Finance