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 92712.71 Day 39 2155.67 91-180 Days LC-1 17931.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77596.45 Day 39 10428.29 91-180 Days LC-2 13713.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66095.68 Day 39 4415.21 Open N-1 10369.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97431.88 Day 39 10802.25 <30 Days N-2 17886.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58788.00 Day 39 4005.00 Open N-3 11038.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54332.32 Day 39 429.87 <30 Days N-4 3296.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84810.04 Day 39 10627.83 91-180 Days N-5 13770.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33563.41 Day 39 1198.38 <30 Days N-6 1630.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72215.75 Day 39 10600.86 30-90 Days N-7 11833.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105814.72 Day 39 15575.34 <30 Days P-1 15071.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87397.11 Day 39 10507.84 <30 Days P-2 13504.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83070.46 Day 39 2389.96 91-180 Days S-8 1860.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75695.21 Day 39 3406.78 30-90 Days Y-1 1398.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44571.44 Day 39 3939.61 30-90 Days Y-2 1446.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79053.70 Day 39 9289.37 91-180 Days Y-3 13516.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68855.14 Day 39 7793.90 <30 Days Y-4 11025.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64426.10 Day 39 7753.55 91-180 Days Z-1 9068.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28930.62 Day 39 2003.58 30-90 Days A-2 4422.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28132.69 Day 39 2400.83 30-90 Days A-3 4176.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87590.69 Day 39 2689.47 Open A-4 15751.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22407.52 Day 39 376.25 30-90 Days A-5 516.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48759.07 Day 39 1716.37 <30 Days CB-1 6596.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96305.98 Day 39 12036.89 91-180 Days CB-2 18013.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52060.78 Day 39 2957.92 <30 Days CB-3 6258.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82838.65 Day 39 5667.07 30-90 Days E-1 7476.56 Yes Liberty Capital Markets Inc. Treasury