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 76704.45 Day 48 4401.93 <30 Days S-1-Q 1130.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92307.49 Day 48 12545.66 91-180 Days S-2-Q 17840.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82828.76 Day 48 7313.64 <30 Days S-3-Q 9632.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62886.71 Day 48 1835.42 91-180 Days S-4-Q 4055.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8735.90 Day 48 1156.52 <30 Days CB-3-Q 1161.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52026.68 Day 48 1531.83 91-180 Days G-1-Q 2189.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33818.04 Day 48 3785.72 Open G-2-Q 5376.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104660.43 Day 48 5281.64 30-90 Days G-3-Q 17494.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39210.18 Day 48 2372.08 Open S-5-Q 4072.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99878.36 Day 48 1318.14 Open S-6-Q 8046.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74248.55 Day 48 2398.57 91-180 Days S-7-Q 780.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21043.56 Day 48 1944.55 30-90 Days E-1-Q 2578.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1648.23 Day 48 25.86 91-180 Days E-2-Q 64.96 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56038.76 Day 48 2477.33 Open IG-1-Q 6640.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38162.35 Day 48 2746.66 91-180 Days IG-2-Q 3062.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26483.10 Day 48 3121.37 91-180 Days C-1 4898.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35106.76 Day 48 2143.80 <30 Days CB-4 4136.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107363.70 Day 48 5113.23 30-90 Days E-10 11450.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65667.31 Day 48 9140.70 91-180 Days E-3 1281.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17295.73 Day 48 1569.03 91-180 Days E-4 2513.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109824.73 Day 48 8201.35 Open E-5 5542.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10613.00 Day 48 943.17 Open E-6 1848.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73916.82 Day 48 252.07 Open E-7 374.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62824.94 Day 48 3292.27 Open E-8 908.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18790.54 Day 48 2367.06 Open E-9 993.28 No Finance