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 67313.84 Day 26 9484.86 <30 Days N-6 3233.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77277.65 Day 26 4109.62 30-90 Days N-7 7497.26 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59081.41 Day 26 4661.71 30-90 Days P-1 3856.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34720.71 Day 26 3665.38 Open P-2 2238.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86795.93 Day 26 600.70 30-90 Days S-8 7200.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99343.30 Day 26 7609.07 Open Y-1 10285.61 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65912.77 Day 26 7837.61 30-90 Days Y-2 533.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30202.25 Day 26 590.40 30-90 Days Y-3 433.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93204.74 Day 26 11128.29 30-90 Days Y-4 9899.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9000.95 Day 26 1152.09 Open Z-1 902.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19701.51 Day 26 1881.16 <30 Days A-2 836.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58744.62 Day 26 3058.53 Open A-3 3324.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77178.76 Day 26 10460.90 Open A-4 12989.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72578.17 Day 26 2703.89 91-180 Days A-5 4821.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22942.34 Day 26 548.10 <30 Days CB-1 1008.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79216.76 Day 26 9112.12 Open CB-2 15391.07 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48159.68 Day 26 2715.66 <30 Days CB-3 2715.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10351.29 Day 26 1022.85 30-90 Days E-1 2023.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2434.18 Day 26 276.28 91-180 Days E-2 136.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57353.80 Day 26 7348.30 <30 Days G-1 4115.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79042.75 Day 26 9453.27 30-90 Days G-2 1101.11 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11116.30 Day 26 1184.82 91-180 Days G-3 1105.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58012.38 Day 26 206.35 <30 Days IG-1 3996.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37727.71 Day 26 2933.47 30-90 Days IG-2 2135.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37913.07 Day 26 5537.08 91-180 Days S-1 7452.36 No Legal