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 59226.54 Day 14 1632.47 30-90 Days E-3 168.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100424.80 Day 14 8155.71 30-90 Days E-4 18615.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75282.25 Day 14 8724.40 Open E-5 11604.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111549.63 Day 14 10245.86 30-90 Days E-6 17128.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86919.12 Day 14 10637.07 91-180 Days E-7 5673.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63307.77 Day 14 6759.55 30-90 Days E-8 9350.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112433.19 Day 14 5266.15 <30 Days E-9 16827.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22926.66 Day 14 2169.54 30-90 Days G-4 4055.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113048.92 Day 14 3380.92 Open IG-3 17352.20 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74500.67 Day 14 6544.82 30-90 Days IG-4 8530.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82344.26 Day 14 6212.00 <30 Days IG-5 6490.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70066.01 Day 14 3196.19 Open IG-6 12661.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44466.23 Day 14 6356.56 Open IG-7 5510.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36754.10 Day 14 2095.74 <30 Days IG-8 647.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46190.40 Day 14 3282.36 91-180 Days L-1 283.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 549.01 Day 14 28.50 Open L-10 41.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87552.81 Day 14 5528.65 91-180 Days L-11 10980.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26792.53 Day 14 1913.62 91-180 Days L-2 2348.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105880.85 Day 14 8543.61 91-180 Days L-3 15846.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65965.25 Day 14 2907.76 <30 Days L-4 5855.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47081.16 Day 14 2282.09 Open L-5 8922.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88379.22 Day 14 796.36 Open L-6 8911.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111128.90 Day 14 9461.23 <30 Days L-7 14589.63 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77655.78 Day 14 7264.58 91-180 Days L-8 13337.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89073.67 Day 14 6117.89 Open L-9 14432.54 Yes Liberty Capital Markets Inc. Finance