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 72234.08 Day 1 4317.60 Open S-2 9909.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26180.25 Day 1 920.24 30-90 Days S-3 1790.64 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94620.13 Day 1 1279.93 91-180 Days S-4 6126.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67151.95 Day 1 5888.27 Open S-5 11546.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93796.32 Day 1 11990.10 <30 Days S-6 13354.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28995.00 Day 1 4036.08 <30 Days S-7 2188.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87261.13 Day 2 4545.11 91-180 Days A-0-Q 8531.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13187.85 Day 2 1540.86 Open A-1-Q 2283.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16784.26 Day 2 1331.93 Open A-2-Q 1653.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1895.45 Day 2 82.86 <30 Days A-3-Q 328.14 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54009.31 Day 2 1174.16 30-90 Days A-4-Q 1275.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71379.95 Day 2 10320.83 <30 Days A-5-Q 6647.81 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75791.11 Day 2 8426.17 Open CB-1-Q 12528.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77638.08 Day 2 7419.40 30-90 Days CB-2-Q 1820.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88691.39 Day 2 2528.97 91-180 Days S-1-Q 2505.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7971.28 Day 2 410.01 <30 Days S-2-Q 1141.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112406.95 Day 2 11726.84 <30 Days S-3-Q 16421.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60893.36 Day 2 81.23 30-90 Days S-4-Q 3073.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61229.01 Day 2 6635.81 <30 Days CB-3-Q 7842.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24196.81 Day 2 2027.99 91-180 Days G-1-Q 3817.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68513.68 Day 2 8152.57 Open G-2-Q 1220.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88893.55 Day 2 12777.71 Open G-3-Q 6274.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20390.80 Day 2 596.12 <30 Days S-5-Q 3834.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42060.36 Day 2 5724.85 91-180 Days S-6-Q 8153.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28926.43 Day 2 669.12 91-180 Days S-7-Q 5291.85 No Legal