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 68665.37 Day 8 6215.02 30-90 Days S-3-Q 5867.72 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 113275.62 Day 8 11627.52 30-90 Days S-4-Q 1187.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94242.13 Day 8 7475.75 30-90 Days CB-3-Q 2926.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95443.11 Day 8 546.60 Open G-1-Q 13561.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64301.57 Day 8 7309.27 <30 Days G-2-Q 5707.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93906.36 Day 8 724.60 30-90 Days G-3-Q 9517.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28842.15 Day 8 489.12 <30 Days S-5-Q 1154.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102293.48 Day 8 14323.67 30-90 Days S-6-Q 13250.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8412.45 Day 8 464.06 Open S-7-Q 1169.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43410.09 Day 8 509.65 <30 Days E-1-Q 2599.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112785.48 Day 8 7229.81 91-180 Days E-2-Q 9560.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75842.37 Day 8 2978.62 91-180 Days IG-1-Q 8472.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98959.40 Day 8 13335.89 Open IG-2-Q 5155.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27156.19 Day 8 2717.84 30-90 Days C-1 875.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16427.92 Day 8 1023.39 30-90 Days CB-4 2599.60 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31322.31 Day 8 1169.83 Open E-10 3728.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24255.84 Day 8 2697.56 <30 Days E-3 2588.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95697.62 Day 8 5907.86 Open E-4 7605.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103630.85 Day 8 4099.64 30-90 Days E-5 14680.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58101.18 Day 8 5665.48 <30 Days E-6 2451.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84421.96 Day 8 7042.38 91-180 Days E-7 11267.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21763.49 Day 8 1384.85 91-180 Days E-8 1140.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44790.86 Day 8 5995.89 91-180 Days E-9 1000.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84766.01 Day 8 3540.97 <30 Days G-4 322.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11932.78 Day 8 456.32 Open IG-3 847.83 No Legal