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 56515.72 Day 21 5257.24 <30 Days IG-5 5514.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103670.08 Day 21 5248.13 91-180 Days IG-6 185.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98335.38 Day 21 12586.01 Open IG-7 18146.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11656.71 Day 21 1318.66 30-90 Days IG-8 790.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62520.32 Day 21 3128.54 30-90 Days L-1 11584.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61656.26 Day 21 1011.66 30-90 Days L-10 8780.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112802.23 Day 21 2131.36 30-90 Days L-11 11247.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91857.17 Day 21 8940.47 Open L-2 6689.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100470.50 Day 21 2625.72 30-90 Days L-3 15330.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59180.09 Day 21 5995.05 30-90 Days L-4 6366.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29083.92 Day 21 2409.13 91-180 Days L-5 3853.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40662.89 Day 21 3776.12 30-90 Days L-6 3179.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67946.36 Day 21 1827.21 30-90 Days L-7 11606.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59526.78 Day 21 7132.80 Open L-8 5204.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72230.23 Day 21 9491.30 91-180 Days L-9 7312.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38788.04 Day 21 2944.91 30-90 Days LC-1 4831.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90427.10 Day 21 2692.48 91-180 Days LC-2 4034.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80990.00 Day 21 5667.29 30-90 Days N-1 10341.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14950.22 Day 21 445.93 <30 Days N-2 1562.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31192.18 Day 21 4063.66 Open N-3 5296.40 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15364.00 Day 21 1910.52 <30 Days N-4 1972.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2764.41 Day 21 372.35 Open N-5 279.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93633.35 Day 21 10628.09 30-90 Days N-6 5083.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60992.23 Day 21 6052.73 <30 Days N-7 11049.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66121.81 Day 21 2618.94 Open P-1 9579.24 Yes Liberty Mortgage Services Corp. Legal