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 Yes 25500.56 Day 3 2745.50 <30 Days E-7 2701.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20773.66 Day 3 417.35 <30 Days E-8 2949.53 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70790.04 Day 3 4759.68 Open E-9 6171.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60368.06 Day 3 849.92 30-90 Days G-4 9782.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85478.95 Day 3 6935.31 91-180 Days IG-3 9350.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22707.24 Day 3 1246.48 Open IG-4 3051.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31033.05 Day 3 466.27 <30 Days IG-5 3108.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57583.26 Day 3 5821.78 30-90 Days IG-6 9195.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100689.14 Day 3 6662.69 <30 Days IG-7 5574.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65904.53 Day 3 8155.25 <30 Days IG-8 8521.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5424.14 Day 3 262.76 91-180 Days L-1 928.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47904.60 Day 3 135.68 91-180 Days L-10 8171.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49134.57 Day 3 2888.78 <30 Days L-11 1169.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46816.22 Day 3 154.66 91-180 Days L-2 7711.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9457.37 Day 3 1076.46 91-180 Days L-3 998.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80310.83 Day 3 6545.99 91-180 Days L-4 4899.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113227.33 Day 3 4943.64 30-90 Days L-5 805.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23394.49 Day 3 224.41 Open L-6 3743.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110267.38 Day 3 12063.44 <30 Days L-7 9622.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2345.71 Day 3 214.17 30-90 Days L-8 70.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16366.27 Day 3 1685.17 <30 Days L-9 473.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7225.38 Day 3 0.70 30-90 Days LC-1 70.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104287.33 Day 3 10243.15 30-90 Days LC-2 2527.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47527.39 Day 3 3764.49 <30 Days N-1 8139.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15137.54 Day 3 441.54 30-90 Days N-2 2805.66 No Finance