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 358.88 >5 Yr 52.55 91-180 Days A-3 18.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109625.28 >5 Yr 1629.61 <30 Days A-4 17916.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50416.59 >5 Yr 687.05 91-180 Days A-5 4707.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77022.86 >5 Yr 9613.74 30-90 Days CB-1 2832.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61188.17 >5 Yr 3326.96 <30 Days CB-2 438.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65708.23 >5 Yr 7422.29 30-90 Days CB-3 4647.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103461.59 >5 Yr 1110.34 Open E-1 1550.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90578.00 >5 Yr 12862.04 <30 Days E-2 13825.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53561.27 >5 Yr 887.56 91-180 Days G-1 9541.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77356.26 >5 Yr 1661.26 Open G-2 6579.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91933.67 >5 Yr 12947.26 Open G-3 17022.20 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70219.20 >5 Yr 9402.43 30-90 Days IG-1 8285.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64881.41 >5 Yr 5827.03 Open IG-2 102.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31732.22 >5 Yr 4346.72 91-180 Days S-1 2514.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62423.95 >5 Yr 5998.50 Open S-2 9723.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40807.15 >5 Yr 5399.89 Open S-3 6388.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69849.67 >5 Yr 1253.86 Open S-4 4926.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77288.52 >5 Yr 5967.96 <30 Days S-5 13808.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48280.93 >5 Yr 2992.97 Open S-6 1415.74 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110214.64 >5 Yr 7114.36 91-180 Days S-7 19119.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25282.90 Perpetual 3342.23 91-180 Days A-0-Q 1499.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73986.62 Perpetual 7612.21 30-90 Days A-1-Q 7417.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26005.90 Perpetual 1577.57 Open A-2-Q 3329.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108675.54 Perpetual 4223.98 30-90 Days A-3-Q 14755.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86716.26 Perpetual 5798.45 Open A-4-Q 11394.28 Yes Liberty International Finance Ltd. Operations