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 62867.24 271 - 364 Days 8332.42 Open E-6 6612.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94984.87 271 - 364 Days 2375.64 91-180 Days E-7 2615.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55692.26 271 - 364 Days 3716.02 30-90 Days E-8 6644.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13475.00 271 - 364 Days 1459.18 91-180 Days E-9 1957.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86730.41 271 - 364 Days 1256.36 91-180 Days G-4 11437.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56491.87 271 - 364 Days 2883.43 30-90 Days IG-3 2328.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106855.61 271 - 364 Days 7137.04 <30 Days IG-4 16762.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83090.48 271 - 364 Days 11334.87 91-180 Days IG-5 4695.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38922.07 271 - 364 Days 2584.20 30-90 Days IG-6 2789.19 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81697.13 271 - 364 Days 9027.54 30-90 Days IG-7 2016.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67810.65 271 - 364 Days 5715.45 Open IG-8 9249.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77225.76 271 - 364 Days 9981.72 <30 Days L-1 7692.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2829.72 271 - 364 Days 126.79 30-90 Days L-10 148.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99780.20 271 - 364 Days 7899.36 91-180 Days L-11 9966.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5285.99 271 - 364 Days 297.01 <30 Days L-2 282.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89070.72 271 - 364 Days 1418.96 Open L-3 6829.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72315.46 271 - 364 Days 3606.17 91-180 Days L-4 7292.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39291.98 271 - 364 Days 1911.31 Open L-5 947.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88305.45 271 - 364 Days 5395.29 Open L-6 7475.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105711.61 271 - 364 Days 12059.16 30-90 Days L-7 12879.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15090.02 271 - 364 Days 82.21 <30 Days L-8 2308.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104065.71 271 - 364 Days 1758.14 30-90 Days L-9 19771.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93214.41 271 - 364 Days 3199.53 Open LC-1 15638.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33505.11 271 - 364 Days 2998.26 Open LC-2 1964.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79280.03 271 - 364 Days 5618.51 Open N-1 14483.81 Yes Liberty Capital Markets Inc. Operations