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 69380.36 Day 22 6201.73 30-90 Days Y-2 3335.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11796.40 Day 22 241.42 <30 Days Y-3 2214.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4353.48 Day 22 166.59 91-180 Days Y-4 213.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10474.90 Day 22 1041.52 30-90 Days Z-1 737.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54584.40 Day 22 1872.71 <30 Days A-2 4376.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16892.25 Day 22 1436.67 91-180 Days A-3 1641.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103745.43 Day 22 7676.12 30-90 Days A-4 7773.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31210.73 Day 22 3058.01 Open A-5 4605.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109916.05 Day 22 15228.42 30-90 Days CB-1 14524.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11947.46 Day 22 1604.11 91-180 Days CB-2 645.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113268.89 Day 22 6380.78 <30 Days CB-3 1986.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2178.38 Day 22 2.64 Open E-1 92.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90243.93 Day 22 7975.03 30-90 Days E-2 5882.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30618.16 Day 22 1381.85 91-180 Days G-1 880.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10048.90 Day 22 296.64 Open G-2 741.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91767.81 Day 22 1397.59 Open G-3 4720.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87429.42 Day 22 9724.17 Open IG-1 11387.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89864.79 Day 22 4648.71 30-90 Days IG-2 9168.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15574.40 Day 22 1845.79 91-180 Days S-1 1914.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34512.59 Day 22 2516.47 91-180 Days S-2 6182.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38543.74 Day 22 5624.21 91-180 Days S-3 3910.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35451.26 Day 22 2207.11 91-180 Days S-4 3640.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96778.24 Day 22 5696.15 30-90 Days S-5 16841.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48811.48 Day 22 3344.22 91-180 Days S-6 1407.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71600.29 Day 22 10185.07 30-90 Days S-7 6365.82 No Operations