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 97186.74 Day 12 4768.09 Open E-6 5161.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71478.62 Day 12 4870.67 <30 Days E-7 341.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4763.29 Day 12 465.32 91-180 Days E-8 180.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88715.35 Day 12 1477.72 30-90 Days E-9 7746.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13529.60 Day 12 258.18 30-90 Days G-4 2667.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24072.31 Day 12 1365.77 91-180 Days IG-3 3856.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29814.50 Day 12 489.01 30-90 Days IG-4 2345.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26521.07 Day 12 2627.83 Open IG-5 3098.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67735.93 Day 12 8680.41 <30 Days IG-6 5437.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3848.82 Day 12 395.54 91-180 Days IG-7 8.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39701.85 Day 12 1749.63 91-180 Days IG-8 6309.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30388.34 Day 12 1635.75 30-90 Days L-1 2380.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95704.67 Day 12 210.50 30-90 Days L-10 18367.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19731.03 Day 12 277.23 30-90 Days L-11 3018.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33387.23 Day 12 2526.19 Open L-2 5117.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109425.24 Day 12 12439.52 Open L-3 8681.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47382.64 Day 12 5774.41 30-90 Days L-4 9175.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16443.24 Day 12 1275.05 Open L-5 1339.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60361.68 Day 12 2273.36 Open L-6 7243.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93165.57 Day 12 5793.08 91-180 Days L-7 11916.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59405.83 Day 12 6890.94 <30 Days L-8 2379.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20773.15 Day 12 1022.30 30-90 Days L-9 1012.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19429.08 Day 12 1243.32 30-90 Days LC-1 446.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104731.23 Day 12 10855.50 Open LC-2 17135.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45916.73 Day 12 49.70 Open N-1 6211.55 Yes Liberty Capital Markets Inc. Risk Management