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 63668.80 Day 14 7916.07 91-180 Days L-8 5820.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104546.61 Day 14 7520.07 Open L-9 7852.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55814.44 Day 14 4897.11 91-180 Days LC-1 9915.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97491.99 Day 14 6032.60 30-90 Days LC-2 6942.59 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59967.18 Day 14 5379.16 <30 Days N-1 7017.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59019.52 Day 14 3247.57 Open N-2 7126.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88335.40 Day 14 12248.28 <30 Days N-3 12390.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81733.92 Day 14 220.30 30-90 Days N-4 4297.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95862.24 Day 14 12346.31 <30 Days N-5 14523.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108103.94 Day 14 10610.77 <30 Days N-6 7677.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64615.75 Day 14 5524.39 <30 Days N-7 724.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59062.70 Day 14 3680.13 91-180 Days P-1 3572.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69734.54 Day 14 8733.17 Open P-2 9084.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95990.46 Day 14 13749.21 Open S-8 9661.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106212.29 Day 14 6597.79 Open Y-1 1902.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9190.17 Day 14 440.48 30-90 Days Y-2 425.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108434.75 Day 14 14893.52 91-180 Days Y-3 3834.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 329.68 Day 14 34.83 Open Y-4 43.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81419.72 Day 14 11157.55 91-180 Days Z-1 10949.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109094.16 Day 14 7172.93 Open A-2 9514.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69140.59 Day 14 3090.77 Open A-3 10867.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94031.91 Day 14 2593.30 30-90 Days A-4 2364.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112395.65 Day 14 9463.37 91-180 Days A-5 12953.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52723.55 Day 14 62.66 30-90 Days CB-1 3539.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6636.59 Day 14 718.81 91-180 Days CB-2 302.28 Yes Liberty Wealth Management LLC Operations