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 102465.07 Day 14 7194.34 91-180 Days A-1-Q 2109.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82357.81 Day 14 3070.16 30-90 Days A-2-Q 14594.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54589.22 Day 14 442.65 <30 Days A-3-Q 781.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110815.14 Day 14 1824.31 Open A-4-Q 16952.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88966.90 Day 14 4374.19 Open A-5-Q 12283.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109333.80 Day 14 12673.47 30-90 Days CB-1-Q 11473.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87979.63 Day 14 8946.84 91-180 Days CB-2-Q 15311.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99307.92 Day 14 13581.92 30-90 Days S-1-Q 9329.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27910.46 Day 14 2561.52 Open S-2-Q 18.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32677.77 Day 14 1796.70 <30 Days S-3-Q 6099.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35024.23 Day 14 579.13 30-90 Days S-4-Q 5669.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89883.43 Day 14 11002.31 Open CB-3-Q 13701.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105884.53 Day 14 14766.94 Open G-1-Q 16248.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7576.27 Day 14 35.70 Open G-2-Q 634.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42721.75 Day 14 1046.67 30-90 Days G-3-Q 2435.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64466.59 Day 14 9237.81 30-90 Days S-5-Q 4635.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112362.33 Day 14 6321.33 30-90 Days S-6-Q 12368.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50724.91 Day 14 3512.20 <30 Days S-7-Q 101.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86631.13 Day 14 9372.79 30-90 Days E-1-Q 8338.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64868.15 Day 14 5799.72 30-90 Days E-2-Q 11322.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92360.82 Day 14 10581.00 <30 Days IG-1-Q 8795.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104329.81 Day 14 8070.85 91-180 Days IG-2-Q 12828.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28401.62 Day 14 3077.94 91-180 Days C-1 5511.78 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87262.64 Day 14 7319.09 Open CB-4 16012.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31591.50 Day 14 1323.96 30-90 Days E-10 2225.85 No Finance