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 98750.58 Day 55 3721.48 30-90 Days P-1 1541.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6918.64 Day 55 499.84 Open P-2 416.53 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59182.64 Day 55 834.69 91-180 Days S-8 334.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64431.95 Day 55 3183.29 <30 Days Y-1 2941.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39337.50 Day 55 1176.92 <30 Days Y-2 5412.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64934.21 Day 55 8956.18 <30 Days Y-3 3220.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78900.92 Day 55 1159.34 <30 Days Y-4 14151.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56247.81 Day 55 516.25 30-90 Days Z-1 2307.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34595.06 Day 55 2094.35 30-90 Days A-2 3534.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20447.74 Day 55 1924.58 30-90 Days A-3 1576.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105971.36 Day 55 736.96 91-180 Days A-4 10988.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20453.41 Day 55 1952.34 30-90 Days A-5 484.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69485.79 Day 55 597.14 91-180 Days CB-1 2440.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82551.91 Day 55 10254.36 91-180 Days CB-2 13148.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72844.76 Day 55 3533.68 <30 Days CB-3 3499.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113007.15 Day 55 3705.04 30-90 Days E-1 2959.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38666.72 Day 55 227.33 Open E-2 191.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72715.60 Day 55 7791.76 <30 Days G-1 913.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98240.08 Day 55 4695.89 Open G-2 11574.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33012.50 Day 55 110.93 30-90 Days G-3 5720.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41215.77 Day 55 3055.54 30-90 Days IG-1 2410.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101953.93 Day 55 9935.54 <30 Days IG-2 13691.30 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22755.91 Day 55 1578.76 91-180 Days S-1 2981.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98619.12 Day 55 5510.20 91-180 Days S-2 19021.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24437.96 Day 55 3345.85 91-180 Days S-3 3208.58 No Risk Management