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 91664.06 Day 40 4469.05 Open S-6 7377.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70569.30 Day 40 7680.17 91-180 Days S-7 8255.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2846.42 Day 41 162.89 91-180 Days A-0-Q 75.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89111.02 Day 41 9832.86 Open A-1-Q 3773.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21605.00 Day 41 2641.03 Open A-2-Q 1729.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46078.82 Day 41 3185.29 30-90 Days A-3-Q 8016.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35251.32 Day 41 4702.69 Open A-4-Q 4713.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97670.05 Day 41 60.60 91-180 Days A-5-Q 2371.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99858.35 Day 41 3200.92 Open CB-1-Q 11936.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63300.81 Day 41 84.29 Open CB-2-Q 4805.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49834.78 Day 41 2485.91 Open S-1-Q 8190.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88316.40 Day 41 9801.45 Open S-2-Q 2244.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60127.33 Day 41 2711.99 Open S-3-Q 7409.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39488.58 Day 41 2016.21 91-180 Days S-4-Q 3256.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30488.30 Day 41 4128.30 <30 Days CB-3-Q 4859.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60121.30 Day 41 3654.43 91-180 Days G-1-Q 10807.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12763.55 Day 41 379.44 91-180 Days G-2-Q 190.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37394.76 Day 41 4284.74 <30 Days G-3-Q 696.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17967.66 Day 41 1889.64 <30 Days S-5-Q 1008.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81651.77 Day 41 10110.13 30-90 Days S-6-Q 12912.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94542.02 Day 41 1740.11 30-90 Days S-7-Q 11465.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15255.77 Day 41 256.59 Open E-1-Q 2257.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17243.67 Day 41 2273.72 30-90 Days E-2-Q 3138.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23693.02 Day 41 685.71 <30 Days IG-1-Q 1361.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109864.74 Day 41 6612.86 Open IG-2-Q 1307.55 Yes Liberty International Finance Ltd. Risk Management