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 56029.88 Day 5 4802.94 30-90 Days LC-2 7672.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76752.68 Day 5 9069.73 <30 Days N-1 13062.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31161.85 Day 5 1451.13 91-180 Days N-2 6140.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38063.01 Day 5 4034.76 Open N-3 7274.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72153.86 Day 5 5344.78 91-180 Days N-4 6977.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91611.23 Day 5 10829.16 30-90 Days N-5 15998.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13925.42 Day 5 1874.12 <30 Days N-6 1830.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57458.76 Day 5 3576.19 <30 Days N-7 2771.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51421.68 Day 5 147.90 Open P-1 1173.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19881.32 Day 5 1140.43 Open P-2 3147.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22285.19 Day 5 1782.05 Open S-8 4383.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53727.47 Day 5 2864.07 30-90 Days Y-1 982.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101838.91 Day 5 2463.25 91-180 Days Y-2 15667.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103661.50 Day 5 15063.22 30-90 Days Y-3 14432.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79251.90 Day 5 11079.45 91-180 Days Y-4 3304.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91919.80 Day 5 490.15 <30 Days Z-1 6954.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36070.31 Day 5 2615.15 30-90 Days A-2 4911.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34570.13 Day 5 291.89 Open A-3 2588.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57535.69 Day 5 7801.93 Open A-4 2158.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71438.80 Day 5 9003.61 <30 Days A-5 586.82 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 113506.80 Day 5 10363.37 <30 Days CB-1 10848.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5653.31 Day 5 538.23 30-90 Days CB-2 148.38 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36722.43 Day 5 368.38 <30 Days CB-3 3336.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82353.25 Day 5 1648.37 Open E-1 9628.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109794.10 Day 5 3517.66 91-180 Days E-2 9799.26 Yes Liberty Capital Markets Inc. Legal