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 99553.26 Day 15 9086.23 30-90 Days IG-6 12021.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97578.48 Day 15 12769.66 <30 Days IG-7 4329.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93145.63 Day 15 13344.49 <30 Days IG-8 5773.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92396.19 Day 15 2045.60 Open L-1 9374.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40989.44 Day 15 5958.64 30-90 Days L-10 1778.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69532.20 Day 15 4946.69 30-90 Days L-11 6508.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46968.77 Day 15 3835.45 91-180 Days L-2 2642.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14322.17 Day 15 1292.21 30-90 Days L-3 2185.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67477.09 Day 15 2811.74 91-180 Days L-4 8940.99 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111786.82 Day 15 15470.45 30-90 Days L-5 1502.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108054.65 Day 15 4785.13 <30 Days L-6 16810.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24535.97 Day 15 2805.61 Open L-7 3724.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29293.19 Day 15 2017.50 91-180 Days L-8 1805.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16792.54 Day 15 77.21 Open L-9 1387.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31514.45 Day 15 3190.36 <30 Days LC-1 4484.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102653.27 Day 15 12018.63 91-180 Days LC-2 19516.72 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81972.98 Day 15 8779.19 Open N-1 15250.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25297.57 Day 15 1832.07 30-90 Days N-2 3977.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17319.62 Day 15 303.27 91-180 Days N-3 227.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21483.01 Day 15 2124.95 91-180 Days N-4 42.89 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52176.14 Day 15 1738.93 30-90 Days N-5 1476.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94052.21 Day 15 7458.28 <30 Days N-6 18096.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94005.60 Day 15 2258.30 91-180 Days N-7 11027.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75886.71 Day 15 6193.51 <30 Days P-1 4989.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69441.96 Day 15 2329.70 Open P-2 7216.66 No Treasury