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 6866.91 Day 5 660.72 Open A-2-Q 275.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86513.79 Day 5 12312.90 30-90 Days A-3-Q 9709.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101780.80 Day 5 6121.83 91-180 Days A-4-Q 20145.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28079.61 Day 5 1043.81 <30 Days A-5-Q 4854.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1501.30 Day 5 206.96 Open CB-1-Q 292.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87649.75 Day 5 10635.89 30-90 Days CB-2-Q 13069.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62133.70 Day 5 5272.43 Open S-1-Q 12195.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18337.09 Day 5 333.08 91-180 Days S-2-Q 660.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50154.29 Day 5 1172.82 30-90 Days S-3-Q 9564.20 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63004.52 Day 5 7551.69 Open S-4-Q 9612.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101290.64 Day 5 2487.01 <30 Days CB-3-Q 8278.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36497.72 Day 5 3787.34 <30 Days G-1-Q 3078.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98461.16 Day 5 269.85 Open G-2-Q 3316.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31165.70 Day 5 4424.44 91-180 Days G-3-Q 4186.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8457.13 Day 5 493.50 91-180 Days S-5-Q 96.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48549.66 Day 5 4053.80 Open S-6-Q 6027.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106697.53 Day 5 2654.04 Open S-7-Q 13190.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87654.47 Day 5 5072.39 30-90 Days E-1-Q 12530.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113003.40 Day 5 11061.58 91-180 Days E-2-Q 14446.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20214.94 Day 5 2313.86 91-180 Days IG-1-Q 2447.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90300.78 Day 5 967.10 91-180 Days IG-2-Q 2229.33 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75874.87 Day 5 832.31 91-180 Days C-1 7706.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83553.54 Day 5 1240.53 <30 Days CB-4 3429.92 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32949.31 Day 5 1353.52 30-90 Days E-10 2852.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6196.08 Day 5 597.49 <30 Days E-3 640.58 No Risk Management