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 74560.43 Day 29 5422.91 91-180 Days CB-3 6799.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63096.71 Day 29 5972.36 91-180 Days E-1 1561.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108635.96 Day 29 5993.93 <30 Days E-2 1585.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110560.39 Day 29 365.85 91-180 Days G-1 1128.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22061.12 Day 29 299.92 Open G-2 4233.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10802.35 Day 29 1427.55 <30 Days G-3 293.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30088.90 Day 29 2982.46 Open IG-1 2480.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111628.19 Day 29 7108.75 <30 Days IG-2 18845.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9331.46 Day 29 249.15 Open S-1 1266.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112564.98 Day 29 16841.63 <30 Days S-2 14443.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60367.96 Day 29 8723.11 Open S-3 3152.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81957.68 Day 29 557.92 30-90 Days S-4 2056.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12470.79 Day 29 1021.03 91-180 Days S-5 1638.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109012.86 Day 29 7475.50 <30 Days S-6 4525.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38615.80 Day 29 1449.41 <30 Days S-7 4421.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47004.46 Day 30 876.37 Open A-0-Q 2693.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 584.29 Day 30 41.65 Open A-1-Q 51.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82253.85 Day 30 6424.87 30-90 Days A-2-Q 8445.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11857.47 Day 30 256.74 91-180 Days A-3-Q 2133.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89674.49 Day 30 5334.40 91-180 Days A-4-Q 16055.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79752.84 Day 30 3895.48 30-90 Days A-5-Q 40.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94158.44 Day 30 6871.23 Open CB-1-Q 6501.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47188.62 Day 30 4391.34 30-90 Days CB-2-Q 5253.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31174.68 Day 30 1797.23 91-180 Days S-1-Q 1125.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69098.03 Day 30 3659.72 91-180 Days S-2-Q 8793.39 No Operations