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 68707.99 61 - 67 Days 7463.37 <30 Days E-3 13413.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58275.09 61 - 67 Days 5603.18 91-180 Days E-4 10566.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28152.45 61 - 67 Days 2946.64 30-90 Days E-5 923.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37034.24 61 - 67 Days 3513.23 91-180 Days E-6 2682.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46546.70 61 - 67 Days 6672.13 Open E-7 4045.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2746.52 61 - 67 Days 86.27 91-180 Days E-8 34.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11950.45 61 - 67 Days 1282.68 30-90 Days E-9 1196.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90701.58 61 - 67 Days 8699.98 <30 Days G-4 3779.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76530.55 61 - 67 Days 3102.86 <30 Days IG-3 15245.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23912.36 61 - 67 Days 415.02 30-90 Days IG-4 2613.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110082.45 61 - 67 Days 1023.18 <30 Days IG-5 8902.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52547.24 61 - 67 Days 3493.26 91-180 Days IG-6 6224.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36415.71 61 - 67 Days 2804.66 Open IG-7 6710.74 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97391.98 61 - 67 Days 14380.56 Open IG-8 2843.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54493.43 61 - 67 Days 2051.95 91-180 Days L-1 4558.65 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81694.89 61 - 67 Days 6939.84 Open L-10 7813.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35435.29 61 - 67 Days 4480.22 Open L-11 1356.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97678.79 61 - 67 Days 3129.53 Open L-2 6397.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61191.52 61 - 67 Days 8437.28 30-90 Days L-3 730.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103107.15 61 - 67 Days 11082.20 Open L-4 18311.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15831.58 61 - 67 Days 1397.00 30-90 Days L-5 561.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93413.28 61 - 67 Days 2975.35 <30 Days L-6 18670.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54819.94 61 - 67 Days 1989.57 30-90 Days L-7 9286.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20851.90 61 - 67 Days 371.86 91-180 Days L-8 1296.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57925.64 61 - 67 Days 5765.42 <30 Days L-9 8355.48 Yes Liberty Wealth Management LLC Risk Management