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 21718.65 Day 54 2284.01 Open L-8 2858.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87573.29 Day 54 10143.73 91-180 Days L-9 16356.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43029.05 Day 54 760.55 91-180 Days LC-1 6580.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76907.61 Day 54 2838.92 91-180 Days LC-2 6956.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104318.93 Day 54 2528.05 30-90 Days N-1 3852.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48410.13 Day 54 6764.10 91-180 Days N-2 3954.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15374.86 Day 54 1299.36 Open N-3 2372.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58057.38 Day 54 3846.90 Open N-4 6188.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26937.13 Day 54 767.54 <30 Days N-5 128.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98374.06 Day 54 8057.84 91-180 Days N-6 2958.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44378.47 Day 54 4881.45 <30 Days N-7 6571.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53571.17 Day 54 7859.59 Open P-1 7613.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43207.60 Day 54 3226.24 30-90 Days P-2 5942.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3344.22 Day 54 304.47 <30 Days S-8 449.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33074.39 Day 54 2404.47 Open Y-1 1313.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31383.99 Day 54 960.13 91-180 Days Y-2 3325.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88573.75 Day 54 6887.94 <30 Days Y-3 8589.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7513.58 Day 54 283.73 91-180 Days Y-4 1041.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40712.57 Day 54 800.88 <30 Days Z-1 5377.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35402.10 Day 54 2267.88 Open A-2 4870.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81060.97 Day 54 1320.35 <30 Days A-3 8893.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50761.06 Day 54 5023.64 <30 Days A-4 4718.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95941.46 Day 54 5428.51 <30 Days A-5 1478.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23480.37 Day 54 2326.87 91-180 Days CB-1 621.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97832.58 Day 54 2673.60 30-90 Days CB-2 1400.64 Yes Liberty Wealth Management LLC Treasury