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 8899.24 Day 25 648.73 30-90 Days IG-2-Q 505.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45886.43 Day 25 2007.71 30-90 Days C-1 2034.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7290.02 Day 25 387.42 Open CB-4 110.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77075.63 Day 25 767.65 <30 Days E-10 9135.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99340.38 Day 25 8935.74 <30 Days E-3 1371.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83442.29 Day 25 1531.46 30-90 Days E-4 11696.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1801.42 Day 25 181.29 Open E-5 290.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77798.25 Day 25 5404.70 30-90 Days E-6 2128.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86163.71 Day 25 10802.01 <30 Days E-7 16643.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23378.14 Day 25 1557.31 30-90 Days E-8 1880.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105583.96 Day 25 15383.54 <30 Days E-9 14378.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55622.71 Day 25 6220.03 Open G-4 660.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6555.32 Day 25 456.18 30-90 Days IG-3 478.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28021.47 Day 25 1968.66 91-180 Days IG-4 2542.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46553.79 Day 25 4140.28 <30 Days IG-5 7757.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39870.39 Day 25 541.07 91-180 Days IG-6 5344.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76452.31 Day 25 9253.35 Open IG-7 15116.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22015.15 Day 25 2665.44 Open IG-8 3316.67 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26525.74 Day 25 2762.98 30-90 Days L-1 1689.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62632.97 Day 25 7567.38 Open L-10 8870.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52735.87 Day 25 7469.95 30-90 Days L-11 1253.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19491.75 Day 25 1208.73 91-180 Days L-2 1610.02 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57635.53 Day 25 1997.18 Open L-3 10326.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43009.56 Day 25 196.75 30-90 Days L-4 5897.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7036.24 Day 25 467.33 30-90 Days L-5 849.45 No Treasury