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 72630.77 Day 51 8671.05 30-90 Days S-2 10574.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99236.96 Day 51 13732.31 30-90 Days S-3 5953.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42391.24 Day 51 5190.95 91-180 Days S-4 6169.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8208.59 Day 51 1018.25 91-180 Days S-5 1260.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54096.46 Day 51 4398.33 Open S-6 3391.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89305.67 Day 51 6266.59 Open S-7 14261.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60996.43 Day 52 4564.12 30-90 Days A-0-Q 9529.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48436.09 Day 52 902.95 91-180 Days A-1-Q 6995.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21039.05 Day 52 226.91 Open A-2-Q 1296.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96003.92 Day 52 11751.10 30-90 Days A-3-Q 9142.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96865.95 Day 52 6124.88 <30 Days A-4-Q 16497.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81453.39 Day 52 4938.93 30-90 Days A-5-Q 14382.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46303.53 Day 52 6366.49 <30 Days CB-1-Q 7847.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18102.83 Day 52 1207.78 Open CB-2-Q 1314.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 760.56 Day 52 17.53 91-180 Days S-1-Q 11.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27525.12 Day 52 2080.54 91-180 Days S-2-Q 1208.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 647.23 Day 52 51.30 30-90 Days S-3-Q 0.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64546.98 Day 52 4385.26 30-90 Days S-4-Q 11184.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24857.51 Day 52 1540.44 <30 Days CB-3-Q 1786.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52065.82 Day 52 4045.05 91-180 Days G-1-Q 6537.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78451.63 Day 52 1593.57 Open G-2-Q 5741.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106692.03 Day 52 10253.56 Open G-3-Q 21090.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88884.40 Day 52 5676.82 30-90 Days S-5-Q 13660.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85882.45 Day 52 7298.97 30-90 Days S-6-Q 3135.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36790.10 Day 52 4176.56 Open S-7-Q 2807.04 No Operations