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 22590.57 Day 52 2240.49 Open L-3 4034.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79402.19 Day 52 11829.83 91-180 Days L-4 9108.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23055.27 Day 52 3276.95 Open L-5 2211.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17909.33 Day 52 842.12 Open L-6 1905.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11860.12 Day 52 170.87 91-180 Days L-7 801.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102300.23 Day 52 9884.89 91-180 Days L-8 11583.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57493.65 Day 52 3996.57 30-90 Days L-9 6311.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52429.83 Day 52 683.98 <30 Days LC-1 5239.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72646.14 Day 52 7972.62 91-180 Days LC-2 1239.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103590.35 Day 52 3121.45 <30 Days N-1 5208.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97782.58 Day 52 5286.63 91-180 Days N-2 1165.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97764.80 Day 52 11301.06 91-180 Days N-3 18324.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75244.95 Day 52 9683.08 91-180 Days N-4 1213.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90577.72 Day 52 9340.42 91-180 Days N-5 11298.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76783.27 Day 52 6208.07 30-90 Days N-6 4919.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95840.79 Day 52 7356.64 91-180 Days N-7 17951.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77356.01 Day 52 3553.23 <30 Days P-1 12338.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96404.44 Day 52 10868.58 <30 Days P-2 4082.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94083.06 Day 52 4694.09 30-90 Days S-8 7342.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79340.89 Day 52 9548.92 91-180 Days Y-1 7405.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18289.39 Day 52 2368.39 91-180 Days Y-2 2323.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54598.86 Day 52 7344.74 <30 Days Y-3 8402.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24190.48 Day 52 2089.17 30-90 Days Y-4 1385.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88162.02 Day 52 12347.44 91-180 Days Z-1 15089.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13022.80 Day 52 412.11 <30 Days A-2 668.10 No Legal