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 62873.91 Day 26 9228.18 Open G-4 8064.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64781.72 Day 26 8695.46 Open IG-3 8933.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38293.73 Day 26 2806.05 Open IG-4 2187.03 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21764.54 Day 26 3184.37 Open IG-5 903.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45241.30 Day 26 1846.23 30-90 Days IG-6 676.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109478.79 Day 26 3842.82 30-90 Days IG-7 6171.81 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90057.77 Day 26 5889.58 Open IG-8 16817.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19230.49 Day 26 925.90 Open L-1 548.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39712.20 Day 26 656.95 30-90 Days L-10 1320.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66533.01 Day 26 2842.14 Open L-11 5628.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103167.35 Day 26 12088.18 30-90 Days L-2 18397.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101392.88 Day 26 4263.23 91-180 Days L-3 2315.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78454.17 Day 26 6150.43 Open L-4 4708.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34885.39 Day 26 3795.88 Open L-5 1501.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88413.88 Day 26 11022.50 30-90 Days L-6 11592.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13735.77 Day 26 659.24 30-90 Days L-7 2714.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90502.47 Day 26 12843.29 Open L-8 8146.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94360.72 Day 26 12370.50 91-180 Days L-9 2803.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26647.64 Day 26 358.07 <30 Days LC-1 2374.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99207.87 Day 26 9412.19 91-180 Days LC-2 9732.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13011.48 Day 26 311.01 91-180 Days N-1 2566.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59618.15 Day 26 2389.06 <30 Days N-2 4555.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105107.77 Day 26 4048.83 91-180 Days N-3 5024.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52086.88 Day 26 3939.83 <30 Days N-4 1020.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88732.95 Day 26 7016.15 Open N-5 9919.76 No Risk Management