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 27828.55 91 - 120 Days 663.56 <30 Days IG-4 1276.05 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1186.81 91 - 120 Days 6.21 30-90 Days IG-5 62.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60702.77 91 - 120 Days 4896.46 30-90 Days IG-6 6621.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78910.23 91 - 120 Days 10221.88 91-180 Days IG-7 4457.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36520.62 91 - 120 Days 4361.32 <30 Days IG-8 6768.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8575.51 91 - 120 Days 796.43 30-90 Days L-1 1521.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46653.40 91 - 120 Days 4796.06 30-90 Days L-10 1211.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102073.39 91 - 120 Days 11781.90 91-180 Days L-11 12309.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78849.06 91 - 120 Days 9199.88 <30 Days L-2 8259.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34320.21 91 - 120 Days 4503.46 <30 Days L-3 5096.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47665.67 91 - 120 Days 3105.58 30-90 Days L-4 8353.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106012.04 91 - 120 Days 6767.11 91-180 Days L-5 4671.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14492.24 91 - 120 Days 386.20 Open L-6 206.25 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10550.97 91 - 120 Days 1224.03 30-90 Days L-7 155.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97687.97 91 - 120 Days 4065.55 30-90 Days L-8 10057.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2206.24 91 - 120 Days 36.34 <30 Days L-9 264.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46052.86 91 - 120 Days 6344.25 Open LC-1 3540.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 299.97 91 - 120 Days 35.19 30-90 Days LC-2 44.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21033.36 91 - 120 Days 3077.21 <30 Days N-1 1345.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84163.49 91 - 120 Days 9110.99 <30 Days N-2 6779.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91595.04 91 - 120 Days 10459.16 91-180 Days N-3 790.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62051.30 91 - 120 Days 765.95 Open N-4 12310.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112840.38 91 - 120 Days 728.93 30-90 Days N-5 12935.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2556.99 91 - 120 Days 256.23 91-180 Days N-6 324.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80215.27 91 - 120 Days 2685.18 <30 Days N-7 9183.36 No Treasury