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 107759.14 Day 33 8335.04 91-180 Days S-3-Q 10838.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89118.81 Day 33 12082.27 30-90 Days S-4-Q 6439.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73635.48 Day 33 9845.35 91-180 Days CB-3-Q 9959.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97814.47 Day 33 10208.63 91-180 Days G-1-Q 15707.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7892.85 Day 33 371.29 Open G-2-Q 1.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63815.69 Day 33 4549.33 <30 Days G-3-Q 9457.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97233.51 Day 33 12946.69 30-90 Days S-5-Q 19388.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77168.90 Day 33 8387.36 30-90 Days S-6-Q 4915.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102357.52 Day 33 4388.49 91-180 Days S-7-Q 7073.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106780.04 Day 33 13382.27 Open E-1-Q 6861.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26118.73 Day 33 2197.69 30-90 Days E-2-Q 2895.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86720.06 Day 33 325.58 91-180 Days IG-1-Q 1270.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16274.63 Day 33 2319.73 Open IG-2-Q 1822.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75972.82 Day 33 10492.42 Open C-1 12832.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24137.70 Day 33 3454.46 Open CB-4 2850.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40126.04 Day 33 5084.93 Open E-10 2311.65 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47450.37 Day 33 3792.34 Open E-3 4782.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108819.97 Day 33 7069.69 30-90 Days E-4 9656.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107545.35 Day 33 3739.00 91-180 Days E-5 19726.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72400.48 Day 33 8891.63 30-90 Days E-6 9665.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69393.36 Day 33 6116.89 30-90 Days E-7 4401.29 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46677.84 Day 33 1098.98 30-90 Days E-8 164.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11464.90 Day 33 1146.84 91-180 Days E-9 1011.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59894.87 Day 33 2849.62 91-180 Days G-4 2289.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75538.37 Day 33 1385.59 <30 Days IG-3 853.21 No Operations