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 615.27 Day 37 25.38 <30 Days G-3 59.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18244.20 Day 37 1476.51 30-90 Days IG-1 2039.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9834.17 Day 37 1337.76 30-90 Days IG-2 914.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86746.00 Day 37 4520.65 Open S-1 7217.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66712.31 Day 37 1975.34 91-180 Days S-2 11114.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53090.79 Day 37 2883.30 <30 Days S-3 9988.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77416.14 Day 37 11595.82 30-90 Days S-4 10805.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85575.82 Day 37 5641.59 Open S-5 10337.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72904.14 Day 37 5798.41 91-180 Days S-6 13572.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83706.42 Day 37 1796.55 <30 Days S-7 5378.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70046.10 Day 38 2045.21 <30 Days A-0-Q 3806.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31736.36 Day 38 2756.83 30-90 Days A-1-Q 1722.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43099.86 Day 38 4088.95 Open A-2-Q 7739.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98866.74 Day 38 475.51 30-90 Days A-3-Q 8935.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62655.42 Day 38 1618.98 Open A-4-Q 5537.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71983.63 Day 38 10343.99 Open A-5-Q 9884.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41158.52 Day 38 5655.01 30-90 Days CB-1-Q 4034.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10090.01 Day 38 293.57 30-90 Days CB-2-Q 1025.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32352.21 Day 38 1821.15 91-180 Days S-1-Q 3424.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42404.48 Day 38 1784.43 <30 Days S-2-Q 2455.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12387.15 Day 38 633.75 91-180 Days S-3-Q 1016.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47380.55 Day 38 3524.75 91-180 Days S-4-Q 6518.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95901.73 Day 38 2566.18 <30 Days CB-3-Q 8742.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60700.01 Day 38 7727.93 30-90 Days G-1-Q 3005.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96759.11 Day 38 4182.04 30-90 Days G-2-Q 15252.83 No Legal