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 102648.18 61 - 67 Days 10818.67 <30 Days LC-1 16179.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55635.16 61 - 67 Days 5652.47 <30 Days LC-2 5249.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51367.70 61 - 67 Days 4322.60 <30 Days N-1 4548.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84921.56 61 - 67 Days 6408.63 <30 Days N-2 4351.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72556.12 61 - 67 Days 10536.41 Open N-3 2171.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83934.94 61 - 67 Days 12219.10 30-90 Days N-4 15292.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49458.62 61 - 67 Days 2780.24 30-90 Days N-5 8166.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98529.62 61 - 67 Days 10868.62 Open N-6 5612.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38566.62 61 - 67 Days 1989.53 91-180 Days N-7 1958.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10329.11 61 - 67 Days 1370.89 Open P-1 1516.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43751.51 61 - 67 Days 5465.24 30-90 Days P-2 8136.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21271.54 61 - 67 Days 1905.03 Open S-8 2641.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104043.84 61 - 67 Days 6544.91 <30 Days Y-1 12595.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4708.58 61 - 67 Days 30.86 91-180 Days Y-2 218.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85813.22 61 - 67 Days 10462.53 <30 Days Y-3 12316.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28923.25 61 - 67 Days 3642.00 30-90 Days Y-4 2834.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28170.86 61 - 67 Days 826.22 91-180 Days Z-1 3859.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101741.60 61 - 67 Days 14351.38 Open A-2 4343.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42846.61 61 - 67 Days 447.33 30-90 Days A-3 1915.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42461.81 61 - 67 Days 3647.30 30-90 Days A-4 1182.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8709.59 61 - 67 Days 1115.57 Open A-5 427.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25779.61 61 - 67 Days 1846.73 30-90 Days CB-1 2350.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102129.12 61 - 67 Days 12930.90 <30 Days CB-2 9221.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94690.54 61 - 67 Days 13675.21 Open CB-3 5074.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110142.49 61 - 67 Days 5213.42 91-180 Days E-1 18600.73 No Operations