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 MDB No 63479.53 Open 8656.49 Open CB-1 5308.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30112.78 Open 1479.81 <30 Days CB-2 5739.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26013.96 Open 793.63 Open CB-3 1284.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4636.91 Open 542.30 30-90 Days E-1 381.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77227.27 Open 2680.16 Open E-2 5234.36 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10805.79 Open 1301.50 <30 Days G-1 1643.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86419.10 Open 3509.38 30-90 Days G-2 14052.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80070.07 Open 5025.61 <30 Days G-3 7333.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97216.42 Open 10953.60 Open IG-1 11997.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56319.75 Open 8429.47 Open IG-2 1547.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95836.13 Open 564.83 91-180 Days S-1 14679.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22322.57 Open 1934.54 91-180 Days S-2 2096.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110488.91 Open 7493.40 91-180 Days S-3 13209.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75797.22 Open 5251.49 <30 Days S-4 12687.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24271.37 Open 633.19 <30 Days S-5 1207.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113382.45 Open 16602.23 <30 Days S-6 22165.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60800.87 Open 2990.73 30-90 Days S-7 11507.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49026.70 Day 1 5866.29 30-90 Days A-0-Q 6466.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98915.82 Day 1 12850.65 <30 Days A-1-Q 9523.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99871.35 Day 1 3919.62 <30 Days A-2-Q 6170.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66594.41 Day 1 7863.15 Open A-3-Q 2204.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68121.66 Day 1 7079.02 <30 Days A-4-Q 2513.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18291.48 Day 1 0.64 Open A-5-Q 1565.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51351.91 Day 1 5090.93 30-90 Days CB-1-Q 4011.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101954.22 Day 1 9758.65 Open CB-2-Q 18877.27 Yes Liberty International Finance Ltd. Legal