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 39004.37 Day 12 3790.03 30-90 Days G-3 1859.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8098.59 Day 12 1044.96 30-90 Days IG-1 855.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3886.27 Day 12 141.13 91-180 Days IG-2 25.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59309.25 Day 12 1711.92 Open S-1 10418.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41200.07 Day 12 1211.25 30-90 Days S-2 1328.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42164.53 Day 12 3047.71 Open S-3 2500.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110015.34 Day 12 6316.36 30-90 Days S-4 7237.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85951.05 Day 12 10445.18 30-90 Days S-5 69.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99077.60 Day 12 14003.42 91-180 Days S-6 7417.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77622.44 Day 12 1028.16 <30 Days S-7 9122.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46697.95 Day 13 202.22 30-90 Days A-0-Q 3370.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15479.93 Day 13 1282.56 30-90 Days A-1-Q 1561.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104453.32 Day 13 520.59 <30 Days A-2-Q 879.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70251.63 Day 13 4617.98 <30 Days A-3-Q 3221.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53884.30 Day 13 4239.93 Open A-4-Q 10763.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66421.27 Day 13 8148.07 30-90 Days A-5-Q 9997.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67139.40 Day 13 4322.09 91-180 Days CB-1-Q 12492.88 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96283.04 Day 13 12741.90 <30 Days CB-2-Q 19185.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91054.64 Day 13 12221.22 Open S-1-Q 9036.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84744.66 Day 13 11734.54 91-180 Days S-2-Q 9356.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98815.31 Day 13 6873.32 91-180 Days S-3-Q 16882.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57662.01 Day 13 7313.36 <30 Days S-4-Q 10609.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109459.85 Day 13 9704.75 Open CB-3-Q 10634.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44767.86 Day 13 2669.03 91-180 Days G-1-Q 2383.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72900.73 Day 13 2926.22 <30 Days G-2-Q 11334.03 No Operations