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 82288.54 68 - 74 Days 6874.04 30-90 Days E-6 3462.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73623.22 68 - 74 Days 10162.43 Open E-7 6161.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90186.26 68 - 74 Days 11804.11 Open E-8 17162.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37152.04 68 - 74 Days 2179.76 30-90 Days E-9 3828.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77412.51 68 - 74 Days 9105.01 30-90 Days G-4 9153.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81648.31 68 - 74 Days 11760.40 Open IG-3 728.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19286.89 68 - 74 Days 65.98 91-180 Days IG-4 1305.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102381.41 68 - 74 Days 5050.04 91-180 Days IG-5 9711.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32610.79 68 - 74 Days 1880.83 Open IG-6 3081.40 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61150.55 68 - 74 Days 3695.35 Open IG-7 7168.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91395.82 68 - 74 Days 8079.21 Open IG-8 17364.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68288.48 68 - 74 Days 9440.82 <30 Days L-1 12279.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66784.37 68 - 74 Days 5349.61 <30 Days L-10 4155.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76008.99 68 - 74 Days 5623.29 91-180 Days L-11 12789.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36835.36 68 - 74 Days 5358.98 Open L-2 7082.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43894.09 68 - 74 Days 1109.84 91-180 Days L-3 3001.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43635.44 68 - 74 Days 706.94 91-180 Days L-4 3792.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81845.60 68 - 74 Days 1319.72 91-180 Days L-5 15730.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51814.51 68 - 74 Days 3780.08 <30 Days L-6 2715.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34873.52 68 - 74 Days 2541.56 30-90 Days L-7 1097.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73255.89 68 - 74 Days 2236.53 91-180 Days L-8 441.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79243.56 68 - 74 Days 4254.22 91-180 Days L-9 14107.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88654.36 68 - 74 Days 1649.15 Open LC-1 7042.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98983.89 68 - 74 Days 3806.99 30-90 Days LC-2 6701.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52359.81 68 - 74 Days 268.62 <30 Days N-1 5162.91 Yes Liberty Capital Markets Inc. Operations