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 42476.36 Day 36 2397.54 30-90 Days E-3 1641.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5418.47 Day 36 755.46 30-90 Days E-4 179.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65608.36 Day 36 1767.07 <30 Days E-5 5565.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100701.99 Day 36 5346.58 30-90 Days E-6 6718.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13231.31 Day 36 240.86 91-180 Days E-7 956.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66967.63 Day 36 5072.89 Open E-8 2713.06 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92230.84 Day 36 8198.28 <30 Days E-9 6194.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105730.06 Day 36 15834.34 Open G-4 20875.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50916.49 Day 36 3337.19 Open IG-3 8594.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8148.45 Day 36 580.44 <30 Days IG-4 1501.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26285.51 Day 36 1799.65 <30 Days IG-5 3583.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56715.40 Day 36 8144.40 91-180 Days IG-6 5380.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110431.76 Day 36 12589.06 <30 Days IG-7 13098.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1809.76 Day 36 211.43 30-90 Days IG-8 120.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19042.07 Day 36 1221.59 91-180 Days L-1 3215.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8523.71 Day 36 296.13 30-90 Days L-10 288.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111159.29 Day 36 15314.97 Open L-11 20783.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76440.66 Day 36 10091.05 Open L-2 3224.74 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106936.60 Day 36 14047.76 91-180 Days L-3 12213.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56909.67 Day 36 7691.85 <30 Days L-4 10986.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98039.26 Day 36 3864.15 30-90 Days L-5 4992.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74103.69 Day 36 5545.72 <30 Days L-6 9733.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103142.93 Day 36 12669.33 Open L-7 2044.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57697.93 Day 36 67.35 30-90 Days L-8 9677.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78771.31 Day 36 1693.46 91-180 Days L-9 7388.74 Yes Liberty International Finance Ltd. Finance