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 Central Bank Yes 55201.30 >4 Yr <= 5 Yr 5522.42 Open Z-1 5554.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66620.78 >4 Yr <= 5 Yr 5418.49 Open A-2 4707.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12596.78 >4 Yr <= 5 Yr 1255.31 30-90 Days A-3 1923.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 113397.69 >4 Yr <= 5 Yr 3259.87 Open A-4 3153.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106656.15 >4 Yr <= 5 Yr 10507.02 30-90 Days A-5 20137.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2958.80 >4 Yr <= 5 Yr 269.91 30-90 Days CB-1 137.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72501.05 >4 Yr <= 5 Yr 7416.87 91-180 Days CB-2 4052.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26849.57 >4 Yr <= 5 Yr 2148.66 <30 Days CB-3 3622.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18502.63 >4 Yr <= 5 Yr 2393.14 Open E-1 3090.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71436.12 >4 Yr <= 5 Yr 318.54 30-90 Days E-2 5746.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100612.37 >4 Yr <= 5 Yr 10070.91 Open G-1 11767.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63966.58 >4 Yr <= 5 Yr 5288.83 91-180 Days G-2 6563.40 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3133.16 >4 Yr <= 5 Yr 135.23 <30 Days G-3 549.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5129.47 >4 Yr <= 5 Yr 663.81 <30 Days IG-1 563.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35843.15 >4 Yr <= 5 Yr 1494.08 91-180 Days IG-2 3658.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 588.63 >4 Yr <= 5 Yr 15.13 30-90 Days S-1 36.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109058.22 >4 Yr <= 5 Yr 13567.52 91-180 Days S-2 13403.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64077.48 >4 Yr <= 5 Yr 9125.35 91-180 Days S-3 8429.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18536.28 >4 Yr <= 5 Yr 2388.03 Open S-4 868.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34283.39 >4 Yr <= 5 Yr 5125.00 Open S-5 4777.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90829.33 >4 Yr <= 5 Yr 12736.63 30-90 Days S-6 1160.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84304.89 >4 Yr <= 5 Yr 1228.69 <30 Days S-7 6907.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9137.90 >5 Yr 563.83 91-180 Days A-0-Q 323.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88493.50 >5 Yr 6244.10 <30 Days A-1-Q 10985.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3298.11 >5 Yr 483.63 <30 Days A-2-Q 508.92 Yes Liberty Capital Markets Inc. Operations