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 Retail Yes 61701.54 Day 37 9226.50 30-90 Days A-2-Q 68.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 971.29 Day 37 7.05 91-180 Days A-3-Q 165.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91489.28 Day 37 11907.14 91-180 Days A-4-Q 16498.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43368.72 Day 37 5644.19 30-90 Days A-5-Q 5089.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36950.50 Day 37 5136.61 Open CB-1-Q 6402.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4284.61 Day 37 141.84 30-90 Days CB-2-Q 280.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94737.72 Day 37 207.85 91-180 Days S-1-Q 12648.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106424.04 Day 37 13694.28 30-90 Days S-2-Q 15037.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44103.26 Day 37 6010.48 91-180 Days S-3-Q 7390.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94752.71 Day 37 13833.03 91-180 Days S-4-Q 821.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29024.22 Day 37 666.91 Open CB-3-Q 1183.87 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113517.70 Day 37 13689.60 <30 Days G-1-Q 5739.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108955.26 Day 37 527.77 30-90 Days G-2-Q 2768.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70043.62 Day 37 7772.23 Open G-3-Q 9893.41 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22899.51 Day 37 2823.70 Open S-5-Q 3233.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38153.62 Day 37 2559.91 Open S-6-Q 7489.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97214.81 Day 37 8122.08 Open S-7-Q 17202.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88828.01 Day 37 11636.12 30-90 Days E-1-Q 9979.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34044.57 Day 37 2527.36 91-180 Days E-2-Q 4289.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13573.67 Day 37 618.75 <30 Days IG-1-Q 1842.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38824.49 Day 37 1801.42 30-90 Days IG-2-Q 561.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111648.24 Day 37 2619.76 Open C-1 8336.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39071.96 Day 37 4993.40 30-90 Days CB-4 6886.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70598.86 Day 37 9136.55 91-180 Days E-10 10682.40 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42950.68 Day 37 3599.96 30-90 Days E-3 5476.30 No Treasury