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 101614.00 Day 33 9658.75 Open L-2 195.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74552.88 Day 33 9937.24 <30 Days L-3 4943.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42751.60 Day 33 1190.61 91-180 Days L-4 1423.01 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23692.43 Day 33 140.15 91-180 Days L-5 1855.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1703.03 Day 33 197.76 Open L-6 11.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97872.29 Day 33 10467.50 91-180 Days L-7 154.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6002.07 Day 33 864.33 Open L-8 648.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44433.82 Day 33 1083.44 30-90 Days L-9 88.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57845.48 Day 33 2115.83 91-180 Days LC-1 1390.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8564.80 Day 33 103.44 <30 Days LC-2 1194.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1622.34 Day 33 183.91 Open N-1 202.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101939.86 Day 33 660.12 30-90 Days N-2 2605.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9042.78 Day 33 1169.04 Open N-3 733.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59708.97 Day 33 1490.27 30-90 Days N-4 8841.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82620.46 Day 33 7755.33 91-180 Days N-5 11630.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31735.42 Day 33 3469.97 91-180 Days N-6 4552.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19492.66 Day 33 2899.88 30-90 Days N-7 1878.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50031.86 Day 33 4816.95 <30 Days P-1 800.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32896.74 Day 33 4572.26 Open P-2 421.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79210.15 Day 33 5513.12 30-90 Days S-8 14014.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63039.15 Day 33 878.48 <30 Days Y-1 1795.19 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30091.48 Day 33 1429.31 Open Y-2 1296.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72318.66 Day 33 9329.93 Open Y-3 6827.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101977.24 Day 33 5762.15 30-90 Days Y-4 16055.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94494.49 Day 33 2293.42 Open Z-1 4824.74 Yes Liberty Capital Markets Inc. Operations