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 44748.45 Day 47 2125.93 30-90 Days Y-2 3334.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23641.30 Day 47 1152.33 30-90 Days Y-3 916.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106457.45 Day 47 6917.77 30-90 Days Y-4 1290.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97603.89 Day 47 1875.37 30-90 Days Z-1 13274.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43565.14 Day 47 6261.42 Open A-2 314.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5183.53 Day 47 1.73 30-90 Days A-3 744.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16100.68 Day 47 897.86 <30 Days A-4 2271.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28394.61 Day 47 2898.38 <30 Days A-5 635.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73005.65 Day 47 5205.80 30-90 Days CB-1 9465.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82391.68 Day 47 11216.49 91-180 Days CB-2 9082.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90885.76 Day 47 11726.59 Open CB-3 10335.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66485.94 Day 47 1812.99 30-90 Days E-1 11726.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66875.34 Day 47 40.15 30-90 Days E-2 5934.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41323.91 Day 47 2401.66 30-90 Days G-1 7285.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44984.70 Day 47 4514.81 <30 Days G-2 2530.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89963.14 Day 47 4876.14 30-90 Days G-3 5330.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75269.94 Day 47 2953.78 91-180 Days IG-1 13457.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29683.82 Day 47 3435.53 30-90 Days IG-2 3320.70 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105679.24 Day 47 502.43 91-180 Days S-1 14537.68 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57705.77 Day 47 6504.43 Open S-2 1500.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62390.18 Day 47 5184.23 Open S-3 5381.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70416.96 Day 47 3958.26 91-180 Days S-4 11911.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110496.86 Day 47 8886.48 91-180 Days S-5 8634.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21122.99 Day 47 1084.86 91-180 Days S-6 4092.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83558.43 Day 47 4997.28 Open S-7 11879.07 Yes Liberty Wealth Management LLC Treasury