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 31328.81 Day 53 3045.37 Open IG-7 2756.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21516.68 Day 53 3153.59 <30 Days IG-8 1929.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80389.16 Day 53 6982.61 Open L-1 15832.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87322.14 Day 53 12327.64 30-90 Days L-10 8926.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25329.81 Day 53 145.52 30-90 Days L-11 3682.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72358.65 Day 53 5244.87 Open L-2 10683.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5237.08 Day 53 81.06 <30 Days L-3 859.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58323.43 Day 53 1033.87 <30 Days L-4 8617.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23184.13 Day 53 1379.08 Open L-5 3757.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9896.41 Day 53 1284.39 30-90 Days L-6 1015.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83761.04 Day 53 9190.42 <30 Days L-7 16248.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23404.74 Day 53 2538.16 30-90 Days L-8 4601.13 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40333.87 Day 53 5850.47 Open L-9 1330.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44012.51 Day 53 6538.92 30-90 Days LC-1 8408.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25842.55 Day 53 3192.10 30-90 Days LC-2 3621.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102335.94 Day 53 3674.21 30-90 Days N-1 3130.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29744.99 Day 53 2730.89 30-90 Days N-2 333.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55410.38 Day 53 7679.04 91-180 Days N-3 2761.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73344.62 Day 53 7634.29 91-180 Days N-4 5026.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34361.70 Day 53 2963.49 30-90 Days N-5 2274.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56122.75 Day 53 5699.79 30-90 Days N-6 4229.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97248.93 Day 53 1794.45 Open N-7 18470.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38949.47 Day 53 1874.17 Open P-1 6913.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89795.81 Day 53 10109.45 91-180 Days P-2 1212.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17318.04 Day 53 707.82 30-90 Days S-8 881.02 Yes Liberty Capital Markets Inc. Treasury