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 82446.98 Day 30 8440.95 30-90 Days E-4 1755.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37773.54 Day 30 371.83 <30 Days E-5 3844.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88379.29 Day 30 10126.81 91-180 Days E-6 17072.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51593.01 Day 30 1732.73 30-90 Days E-7 7220.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91354.16 Day 30 6164.33 91-180 Days E-8 12563.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112010.67 Day 30 6490.80 <30 Days E-9 17457.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76974.87 Day 30 4298.38 <30 Days G-4 10869.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7857.47 Day 30 676.73 91-180 Days IG-3 1447.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50818.86 Day 30 6439.86 91-180 Days IG-4 10129.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8845.69 Day 30 1252.58 <30 Days IG-5 1496.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30268.64 Day 30 676.00 Open IG-6 3626.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107186.49 Day 30 405.87 30-90 Days IG-7 421.74 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19045.93 Day 30 1974.95 91-180 Days IG-8 870.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41863.34 Day 30 1509.77 91-180 Days L-1 690.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88084.85 Day 30 8388.01 Open L-10 3743.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96521.24 Day 30 7945.49 Open L-11 19079.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31233.05 Day 30 4261.70 <30 Days L-2 6148.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40817.64 Day 30 4218.08 30-90 Days L-3 6394.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6243.58 Day 30 772.64 30-90 Days L-4 462.13 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21382.53 Day 30 1404.37 30-90 Days L-5 919.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49513.08 Day 30 3734.70 91-180 Days L-6 7825.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5715.37 Day 30 606.04 <30 Days L-7 675.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38444.45 Day 30 1196.66 30-90 Days L-8 1272.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66061.14 Day 30 9096.77 <30 Days L-9 9422.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72817.78 Day 30 4444.41 Open LC-1 13124.43 No Treasury