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 No 109629.83 Day 51 1710.38 Open CB-1-Q 7512.64 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29335.88 Day 51 4037.16 Open CB-2-Q 1673.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84967.66 Day 51 8033.90 30-90 Days S-1-Q 4293.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56004.13 Day 51 7027.68 Open S-2-Q 4967.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66659.81 Day 51 9051.71 91-180 Days S-3-Q 1186.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33973.75 Day 51 3785.75 30-90 Days S-4-Q 3207.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37374.50 Day 51 4376.62 30-90 Days CB-3-Q 6733.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42458.20 Day 51 4775.34 30-90 Days G-1-Q 1096.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104347.63 Day 51 1773.76 <30 Days G-2-Q 11779.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45121.54 Day 51 2996.31 Open G-3-Q 8786.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49316.41 Day 51 155.04 <30 Days S-5-Q 2698.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106742.31 Day 51 5672.62 Open S-6-Q 9753.33 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5922.83 Day 51 314.02 Open S-7-Q 231.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104474.97 Day 51 1369.08 Open E-1-Q 18160.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100172.52 Day 51 11542.99 91-180 Days E-2-Q 9817.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62407.36 Day 51 3190.11 <30 Days IG-1-Q 1706.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101896.64 Day 51 14553.53 Open IG-2-Q 15331.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22243.97 Day 51 821.00 30-90 Days C-1 3750.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24178.48 Day 51 1680.03 Open CB-4 2879.12 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86809.08 Day 51 9902.51 91-180 Days E-10 12918.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77263.99 Day 51 9764.37 91-180 Days E-3 14733.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79655.77 Day 51 9509.35 30-90 Days E-4 13240.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2152.45 Day 51 120.40 Open E-5 405.03 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96983.75 Day 51 9268.63 91-180 Days E-6 6331.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55968.43 Day 51 7126.70 Open E-7 74.98 No Treasury