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 27332.09 Day 24 1910.77 <30 Days A-3 3856.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31982.94 Day 24 2328.20 <30 Days A-4 4352.61 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86149.78 Day 24 7802.31 91-180 Days A-5 16341.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110963.40 Day 24 9678.00 <30 Days CB-1 3050.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103142.30 Day 24 3814.22 <30 Days CB-2 4347.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91468.34 Day 24 13254.24 <30 Days CB-3 16363.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10270.26 Day 24 237.77 30-90 Days E-1 52.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86241.23 Day 24 2985.78 30-90 Days E-2 14347.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33895.63 Day 24 294.75 30-90 Days G-1 5277.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73316.32 Day 24 10730.74 Open G-2 2550.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89890.48 Day 24 2088.06 <30 Days G-3 9078.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63816.77 Day 24 6407.05 Open IG-1 12293.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69583.86 Day 24 2028.61 Open IG-2 13366.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58011.72 Day 24 8485.70 <30 Days S-1 5901.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57502.08 Day 24 7118.44 91-180 Days S-2 3393.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112987.94 Day 24 15931.03 Open S-3 22030.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8892.65 Day 24 1135.56 30-90 Days S-4 1732.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11836.59 Day 24 967.90 30-90 Days S-5 922.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79817.35 Day 24 3898.87 91-180 Days S-6 12766.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62981.89 Day 24 2699.18 <30 Days S-7 446.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21594.02 Day 25 2808.93 Open A-0-Q 740.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97115.43 Day 25 1187.33 30-90 Days A-1-Q 7959.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81636.56 Day 25 5019.14 <30 Days A-2-Q 13422.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41075.88 Day 25 2783.43 <30 Days A-3-Q 790.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58965.36 Day 25 3920.46 Open A-4-Q 6148.60 Yes Liberty Capital Markets Inc. Treasury