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 96309.73 Day 27 9866.81 30-90 Days G-1 14643.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102232.98 Day 27 814.47 Open G-2 14859.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56017.62 Day 27 8070.05 91-180 Days G-3 11108.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69285.85 Day 27 5879.62 <30 Days IG-1 10722.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6957.00 Day 27 1030.56 Open IG-2 506.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84404.56 Day 27 568.19 Open S-1 10090.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33835.99 Day 27 3164.74 Open S-2 1007.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82724.20 Day 27 6443.96 30-90 Days S-3 11196.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54185.85 Day 27 5646.78 91-180 Days S-4 9057.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7322.06 Day 27 898.35 <30 Days S-5 1419.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62103.59 Day 27 7602.18 Open S-6 8501.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66266.73 Day 27 2375.80 91-180 Days S-7 5708.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44320.64 Day 28 600.86 <30 Days A-0-Q 905.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63204.00 Day 28 1648.14 Open A-1-Q 9519.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89702.21 Day 28 3523.62 Open A-2-Q 4574.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4208.02 Day 28 190.41 Open A-3-Q 243.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38942.44 Day 28 82.56 30-90 Days A-4-Q 4247.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58627.23 Day 28 8722.68 30-90 Days A-5-Q 5905.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57686.96 Day 28 5807.99 91-180 Days CB-1-Q 8587.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78955.69 Day 28 7787.62 30-90 Days CB-2-Q 2666.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53462.89 Day 28 4314.33 Open S-1-Q 8563.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14754.63 Day 28 198.66 <30 Days S-2-Q 2742.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28355.58 Day 28 2311.32 Open S-3-Q 2996.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58662.08 Day 28 3466.25 Open S-4-Q 9008.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53234.65 Day 28 6026.18 <30 Days CB-3-Q 7589.95 No Treasury