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 Yes 84851.94 Day 27 4055.82 30-90 Days LC-2 3952.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63687.79 Day 27 1821.70 30-90 Days N-1 10579.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23934.28 Day 27 2500.41 30-90 Days N-2 2317.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15860.06 Day 27 1799.01 <30 Days N-3 2917.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73809.94 Day 27 4567.72 <30 Days N-4 10413.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76840.80 Day 27 7409.27 Open N-5 15153.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86662.61 Day 27 5640.60 30-90 Days N-6 10249.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64902.35 Day 27 5816.77 <30 Days N-7 9423.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43488.79 Day 27 5468.33 30-90 Days P-1 108.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72732.26 Day 27 2153.60 Open P-2 8483.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49044.99 Day 27 5432.07 Open S-8 8141.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94807.95 Day 27 5387.78 Open Y-1 13440.13 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93899.86 Day 27 8570.80 91-180 Days Y-2 11727.34 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62743.61 Day 27 6770.28 <30 Days Y-3 4928.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24020.00 Day 27 3304.16 <30 Days Y-4 238.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11472.96 Day 27 1655.05 30-90 Days Z-1 271.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88292.49 Day 27 12091.77 91-180 Days A-2 1814.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100496.87 Day 27 13546.96 91-180 Days A-3 9267.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77569.26 Day 27 6512.66 <30 Days A-4 8280.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94609.15 Day 27 1470.42 91-180 Days A-5 16268.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27745.47 Day 27 571.47 Open CB-1 954.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26742.58 Day 27 709.65 <30 Days CB-2 5128.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58947.04 Day 27 8236.07 91-180 Days CB-3 5577.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1740.84 Day 27 90.69 <30 Days E-1 21.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80633.53 Day 27 6996.24 91-180 Days E-2 7161.81 No Legal