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 Bank No 21510.71 Day 1 2149.55 30-90 Days S-5-Q 1979.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37878.76 Day 1 671.99 91-180 Days S-6-Q 1804.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47119.23 Day 1 3333.85 91-180 Days S-7-Q 9199.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106419.60 Day 1 6592.12 <30 Days E-1-Q 7627.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28536.64 Day 1 2110.73 30-90 Days E-2-Q 639.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40776.17 Day 1 1877.59 30-90 Days IG-1-Q 2753.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71634.50 Day 1 10442.90 Open IG-2-Q 13480.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85932.17 Day 1 10630.99 91-180 Days C-1 6104.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10293.15 Day 1 762.52 30-90 Days CB-4 1837.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64862.52 Day 1 3573.39 30-90 Days E-10 12696.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63690.11 Day 1 1540.29 Open E-3 4020.43 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94427.57 Day 1 5428.73 <30 Days E-4 9984.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31046.89 Day 1 691.59 <30 Days E-5 3396.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103690.53 Day 1 12729.67 91-180 Days E-6 150.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9136.44 Day 1 1189.65 Open E-7 1289.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94677.69 Day 1 1514.12 91-180 Days E-8 12253.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91743.29 Day 1 12199.56 <30 Days E-9 11881.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21518.84 Day 1 1893.77 <30 Days G-4 213.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105556.41 Day 1 9147.19 91-180 Days IG-3 6260.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44708.00 Day 1 1710.88 Open IG-4 2517.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82464.23 Day 1 11187.08 Open IG-5 12953.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76223.35 Day 1 6735.77 Open IG-6 1085.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16165.60 Day 1 2030.96 Open IG-7 1255.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62063.39 Day 1 3002.57 30-90 Days IG-8 7349.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38433.30 Day 1 1105.05 <30 Days L-1 3008.32 No Operations