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 64333.05 68 - 74 Days 3480.12 <30 Days IG-6 12106.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87516.87 68 - 74 Days 10233.48 <30 Days IG-7 1707.70 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81875.95 68 - 74 Days 7853.33 <30 Days IG-8 3995.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52507.19 68 - 74 Days 1621.23 91-180 Days L-1 1059.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16743.82 68 - 74 Days 2251.65 91-180 Days L-10 511.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28951.63 68 - 74 Days 613.72 <30 Days L-11 1320.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25496.14 68 - 74 Days 2385.97 30-90 Days L-2 1500.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66281.20 68 - 74 Days 687.68 Open L-3 1887.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77910.65 68 - 74 Days 7014.53 Open L-4 5509.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17174.28 68 - 74 Days 1602.26 30-90 Days L-5 1385.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9568.66 68 - 74 Days 566.17 <30 Days L-6 1080.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53382.65 68 - 74 Days 5156.40 30-90 Days L-7 5642.02 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49641.37 68 - 74 Days 2083.07 Open L-8 2644.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107914.13 68 - 74 Days 15093.13 Open L-9 15451.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63806.13 68 - 74 Days 4722.13 30-90 Days LC-1 2832.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90907.49 68 - 74 Days 6688.30 Open LC-2 614.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46329.38 68 - 74 Days 5507.64 91-180 Days N-1 2592.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2820.73 68 - 74 Days 68.53 <30 Days N-2 499.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106448.41 68 - 74 Days 10239.30 <30 Days N-3 9599.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79253.62 68 - 74 Days 10673.03 <30 Days N-4 5379.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7201.75 68 - 74 Days 847.57 91-180 Days N-5 540.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92812.49 68 - 74 Days 2108.51 91-180 Days N-6 1407.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93021.69 68 - 74 Days 2521.89 91-180 Days N-7 14299.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83934.97 68 - 74 Days 7503.51 <30 Days P-1 16281.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84926.43 68 - 74 Days 33.40 91-180 Days P-2 6180.81 No Finance