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 81535.98 Day 24 8568.37 30-90 Days IG-3 3034.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56260.23 Day 24 72.48 Open IG-4 187.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14291.97 Day 24 659.03 <30 Days IG-5 1402.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99363.16 Day 24 11244.89 91-180 Days IG-6 16728.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2815.43 Day 24 324.89 <30 Days IG-7 162.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62730.42 Day 24 3370.51 <30 Days IG-8 7785.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46234.11 Day 24 4983.41 91-180 Days L-1 2955.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67199.18 Day 24 2577.01 Open L-10 776.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81367.42 Day 24 8002.07 Open L-11 775.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53469.46 Day 24 4305.08 91-180 Days L-2 6485.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48355.55 Day 24 4951.21 91-180 Days L-3 5889.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111031.54 Day 24 12607.17 <30 Days L-4 4182.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79511.12 Day 24 5678.71 91-180 Days L-5 3331.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27128.55 Day 24 278.21 Open L-6 2328.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65453.63 Day 24 1554.33 <30 Days L-7 6594.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94557.60 Day 24 840.28 30-90 Days L-8 7878.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82190.99 Day 24 6589.94 <30 Days L-9 7929.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51428.31 Day 24 2460.61 30-90 Days LC-1 9324.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49618.50 Day 24 1064.24 91-180 Days LC-2 4789.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10665.84 Day 24 738.83 30-90 Days N-1 421.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6467.06 Day 24 830.06 Open N-2 1067.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88199.03 Day 24 5964.81 91-180 Days N-3 6016.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24421.35 Day 24 1191.90 30-90 Days N-4 3272.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106188.30 Day 24 14575.55 91-180 Days N-5 9847.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83032.28 Day 24 2448.61 30-90 Days N-6 1321.86 No Finance