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 9119.84 Day 58 815.33 Open S-7-Q 725.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39911.32 Day 58 1959.08 30-90 Days E-1-Q 6673.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47461.70 Day 58 2147.16 <30 Days E-2-Q 3232.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111929.99 Day 58 22.79 <30 Days IG-1-Q 11388.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90686.19 Day 58 10894.93 30-90 Days IG-2-Q 16046.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14143.94 Day 58 464.47 30-90 Days C-1 88.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54169.56 Day 58 7083.18 91-180 Days CB-4 9572.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86704.21 Day 58 9636.99 30-90 Days E-10 899.37 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69955.62 Day 58 7707.61 <30 Days E-3 4674.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23415.47 Day 58 1796.50 91-180 Days E-4 686.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24947.55 Day 58 951.17 30-90 Days E-5 496.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9377.34 Day 58 1362.48 30-90 Days E-6 1613.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50263.88 Day 58 5462.49 <30 Days E-7 4203.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69687.18 Day 58 6733.07 30-90 Days E-8 763.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29822.83 Day 58 195.71 <30 Days E-9 338.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22194.38 Day 58 1076.17 91-180 Days G-4 3047.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74637.95 Day 58 3690.72 Open IG-3 10022.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20921.28 Day 58 2723.45 <30 Days IG-4 1945.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76132.86 Day 58 4858.23 <30 Days IG-5 10689.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72715.21 Day 58 635.43 91-180 Days IG-6 4065.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63333.00 Day 58 3953.83 91-180 Days IG-7 4184.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64095.70 Day 58 1317.06 91-180 Days IG-8 3809.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38282.50 Day 58 299.10 30-90 Days L-1 5205.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79521.43 Day 58 927.00 91-180 Days L-10 2162.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27585.57 Day 58 1725.97 <30 Days L-11 537.59 No Finance