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 No 39334.68 Day 28 5186.67 91-180 Days N-3 1634.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40133.48 Day 28 3187.33 91-180 Days N-4 7598.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92109.94 Day 28 8758.45 <30 Days N-5 1132.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99880.68 Day 28 13968.37 Open N-6 19881.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52956.25 Day 28 2364.63 30-90 Days N-7 167.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26068.31 Day 28 2682.38 Open P-1 1983.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79781.76 Day 28 11086.78 Open P-2 4600.93 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39114.42 Day 28 3609.10 91-180 Days S-8 7623.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95674.82 Day 28 5953.23 91-180 Days Y-1 7843.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31534.90 Day 28 2087.29 Open Y-2 2705.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106649.79 Day 28 9480.07 30-90 Days Y-3 13158.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85845.42 Day 28 11354.10 91-180 Days Y-4 4898.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51405.76 Day 28 1057.27 30-90 Days Z-1 6220.30 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40353.67 Day 28 4188.03 91-180 Days A-2 336.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2096.52 Day 28 51.31 <30 Days A-3 371.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12386.76 Day 28 1196.46 30-90 Days A-4 792.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11432.78 Day 28 314.28 Open A-5 556.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110020.17 Day 28 16384.45 Open CB-1 14083.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87012.06 Day 28 357.43 <30 Days CB-2 16407.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32287.46 Day 28 1403.75 <30 Days CB-3 5356.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2264.80 Day 28 292.83 Open E-1 237.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72013.93 Day 28 4602.39 30-90 Days E-2 13285.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44770.16 Day 28 4376.63 <30 Days G-1 3598.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 193.72 Day 28 21.31 Open G-2 4.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51534.40 Day 28 6741.67 Open G-3 8758.63 No Operations