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 52903.84 Day 15 758.94 30-90 Days A-4 1334.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37449.44 Day 15 2345.03 91-180 Days A-5 6311.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26908.53 Day 15 2804.49 30-90 Days CB-1 175.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37292.54 Day 15 3518.67 Open CB-2 4233.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94456.98 Day 15 333.27 91-180 Days CB-3 595.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13750.44 Day 15 927.18 30-90 Days E-1 1877.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47775.97 Day 15 2945.06 91-180 Days E-2 8731.03 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25141.08 Day 15 1832.24 Open G-1 3282.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20566.86 Day 15 229.20 30-90 Days G-2 1603.14 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14806.46 Day 15 2047.93 30-90 Days G-3 487.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27140.54 Day 15 3390.45 91-180 Days IG-1 3199.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38331.43 Day 15 5241.66 30-90 Days IG-2 2218.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31288.59 Day 15 169.13 91-180 Days S-1 1355.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16751.99 Day 15 2341.94 <30 Days S-2 952.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90128.95 Day 15 11548.95 30-90 Days S-3 3470.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81431.41 Day 15 8226.36 Open S-4 4806.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93299.30 Day 15 4916.61 30-90 Days S-5 10551.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57140.96 Day 15 1199.69 Open S-6 122.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59179.83 Day 15 8613.22 Open S-7 9887.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100615.79 Day 16 1430.98 <30 Days A-0-Q 2880.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45539.92 Day 16 2534.19 30-90 Days A-1-Q 3306.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96331.30 Day 16 12065.43 30-90 Days A-2-Q 5790.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24637.57 Day 16 1152.79 91-180 Days A-3-Q 3397.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33587.33 Day 16 4838.40 <30 Days A-4-Q 6398.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86155.92 Day 16 1818.24 Open A-5-Q 16936.46 Yes Liberty Mortgage Services Corp. Risk Management