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 54397.58 Day 42 5625.88 Open Z-1 8819.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 691.64 Day 42 45.56 Open A-2 18.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17444.60 Day 42 1337.29 Open A-3 1056.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5238.23 Day 42 143.48 30-90 Days A-4 883.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69801.41 Day 42 7387.52 30-90 Days A-5 847.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107314.92 Day 42 8872.40 Open CB-1 14879.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15663.79 Day 42 1348.41 91-180 Days CB-2 3082.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99761.53 Day 42 8090.29 <30 Days CB-3 8916.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97911.02 Day 42 14117.04 Open E-1 18816.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56023.75 Day 42 7127.05 Open E-2 2820.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101127.03 Day 42 13632.87 91-180 Days G-1 5425.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81249.34 Day 42 11461.79 91-180 Days G-2 1795.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50360.55 Day 42 537.87 91-180 Days G-3 8087.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52477.72 Day 42 7453.37 91-180 Days IG-1 5313.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84823.37 Day 42 11924.99 <30 Days IG-2 12454.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105772.86 Day 42 2200.04 91-180 Days S-1 11618.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59818.70 Day 42 3762.54 Open S-2 7993.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34948.93 Day 42 1220.13 30-90 Days S-3 2884.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88685.97 Day 42 11301.48 <30 Days S-4 12958.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61972.98 Day 42 4193.28 30-90 Days S-5 11485.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58912.35 Day 42 3322.84 Open S-6 8717.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21933.60 Day 42 1572.78 91-180 Days S-7 2191.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71619.35 Day 43 10309.89 30-90 Days A-0-Q 13517.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97655.78 Day 43 10436.05 Open A-1-Q 14110.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11888.93 Day 43 260.79 <30 Days A-2-Q 641.10 Yes Liberty International Finance Ltd. Legal