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 32096.95 151 - 179 Days 3389.63 <30 Days N-7 4811.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67891.12 151 - 179 Days 9674.49 Open P-1 6017.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82505.34 151 - 179 Days 5765.73 91-180 Days P-2 14197.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33882.28 151 - 179 Days 4303.02 Open S-8 3393.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5130.53 151 - 179 Days 673.54 30-90 Days Y-1 284.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33660.69 151 - 179 Days 3804.64 91-180 Days Y-2 1255.86 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11451.32 151 - 179 Days 1276.51 91-180 Days Y-3 2284.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43901.81 151 - 179 Days 4215.27 Open Y-4 5483.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3778.82 151 - 179 Days 301.79 91-180 Days Z-1 147.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67986.88 151 - 179 Days 1937.66 <30 Days A-2 274.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71360.58 151 - 179 Days 3250.48 91-180 Days A-3 12127.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42214.38 151 - 179 Days 4279.98 Open A-4 5853.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24157.86 151 - 179 Days 690.57 30-90 Days A-5 3249.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106356.34 151 - 179 Days 1426.33 <30 Days CB-1 10093.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50058.84 151 - 179 Days 6461.28 <30 Days CB-2 6071.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 995.86 151 - 179 Days 35.43 <30 Days CB-3 79.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34496.04 151 - 179 Days 1910.40 Open E-1 3737.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32585.17 151 - 179 Days 227.57 91-180 Days E-2 6219.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44108.16 151 - 179 Days 4757.07 91-180 Days G-1 4870.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33124.84 151 - 179 Days 2792.79 91-180 Days G-2 2414.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56689.20 151 - 179 Days 3568.16 <30 Days G-3 10094.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43307.18 151 - 179 Days 6474.26 <30 Days IG-1 4585.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97210.24 151 - 179 Days 3596.85 <30 Days IG-2 18.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19954.45 151 - 179 Days 2149.78 <30 Days S-1 1121.68 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30693.72 151 - 179 Days 2086.47 91-180 Days S-2 4890.36 Yes Liberty Mortgage Services Corp. Legal