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 Non-Financial Corporate No 69803.58 Day 51 5026.09 <30 Days N-1 13158.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 25488.82 Day 51 1664.39 <30 Days N-2 2079.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 10490.14 Day 51 902.31 Open N-3 1257.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12978.32 Day 51 915.47 <30 Days N-4 2062.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 65067.72 Day 51 6146.73 91-180 Days N-5 333.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 80251.07 Day 51 3388.25 91-180 Days N-6 8143.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77761.94 Day 51 8434.70 Open N-7 3171.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 10792.12 Day 51 426.38 <30 Days P-1 1483.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 49173.14 Day 51 4417.89 91-180 Days P-2 7947.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 74103.62 Day 51 3665.52 Open S-8 12737.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 71433.53 Day 51 9191.52 30-90 Days Y-1 5443.64 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 66644.93 Day 51 1180.89 30-90 Days Y-2 5381.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 24974.89 Day 51 3.70 Open Y-3 607.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 64014.23 Day 51 247.94 30-90 Days Y-4 11792.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 27981.34 Day 51 3346.11 Open Z-1 4404.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 11155.42 Day 51 230.76 Open A-2 51.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 68235.32 Day 51 4379.04 <30 Days A-3 11979.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 11841.32 Day 51 714.23 <30 Days A-4 471.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 59430.37 Day 51 8638.67 30-90 Days A-5 7828.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 18288.45 Day 51 1398.67 Open CB-1 3352.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38150.75 Day 51 3144.16 30-90 Days CB-2 1256.44 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 57322.19 Day 51 8584.64 30-90 Days CB-3 5484.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 14800.81 Day 51 1849.18 30-90 Days E-1 2209.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 4435.51 Day 51 573.94 Open E-2 673.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 59745.94 Day 51 384.97 30-90 Days G-1 5876.61 No Legal