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 38480.47 Day 29 3609.71 <30 Days S-5-Q 2618.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3189.94 Day 29 12.00 30-90 Days S-6-Q 592.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47052.93 Day 29 6741.55 91-180 Days S-7-Q 5539.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28392.96 Day 29 2685.56 Open E-1-Q 3081.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84523.66 Day 29 3944.16 30-90 Days E-2-Q 16439.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40369.48 Day 29 3837.62 91-180 Days IG-1-Q 2222.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82885.76 Day 29 10497.80 91-180 Days IG-2-Q 4612.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104040.62 Day 29 11294.10 Open C-1 10066.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94311.25 Day 29 10687.98 91-180 Days CB-4 18788.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23019.94 Day 29 2395.72 30-90 Days E-10 936.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57888.21 Day 29 6066.84 Open E-3 8299.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87807.47 Day 29 10476.27 91-180 Days E-4 16425.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24732.55 Day 29 450.58 30-90 Days E-5 2049.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32133.45 Day 29 766.72 91-180 Days E-6 5001.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65675.68 Day 29 3863.09 <30 Days E-7 6943.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3237.41 Day 29 204.00 <30 Days E-8 506.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104677.03 Day 29 2259.60 91-180 Days E-9 17200.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68297.78 Day 29 1814.73 91-180 Days G-4 13197.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36656.91 Day 29 2075.13 30-90 Days IG-3 6357.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108987.24 Day 29 11018.13 91-180 Days IG-4 5159.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36315.62 Day 29 5212.57 30-90 Days IG-5 6329.25 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10684.14 Day 29 1185.59 91-180 Days IG-6 11.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39166.95 Day 29 1655.92 91-180 Days IG-7 427.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30702.26 Day 29 1412.90 91-180 Days IG-8 4019.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48809.86 Day 29 6404.14 <30 Days L-1 3557.13 Yes Liberty Capital Markets Inc. Treasury