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 70662.08 Day 53 9394.63 30-90 Days E-7 12752.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19559.78 Day 53 2826.41 91-180 Days E-8 861.13 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45660.57 Day 53 6104.09 91-180 Days E-9 6771.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30597.27 Day 53 2941.76 <30 Days G-4 1729.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52680.81 Day 53 5889.46 Open IG-3 1324.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1709.70 Day 53 157.94 <30 Days IG-4 141.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31540.45 Day 53 4403.16 <30 Days IG-5 2394.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9134.99 Day 53 1207.57 Open IG-6 1506.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23510.44 Day 53 118.11 91-180 Days IG-7 2913.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63130.53 Day 53 6878.01 91-180 Days IG-8 7156.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97075.82 Day 53 1109.14 30-90 Days L-1 2790.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30261.38 Day 53 1465.04 30-90 Days L-10 5993.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12838.73 Day 53 1461.56 <30 Days L-11 96.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91509.38 Day 53 855.97 91-180 Days L-2 12941.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15666.30 Day 53 884.35 Open L-3 1867.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21303.86 Day 53 1798.64 30-90 Days L-4 2262.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101181.94 Day 53 12320.20 Open L-5 1678.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91981.51 Day 53 13259.55 <30 Days L-6 16716.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98457.98 Day 53 11030.44 30-90 Days L-7 5996.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8846.34 Day 53 504.58 Open L-8 1692.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101805.22 Day 53 1590.25 <30 Days L-9 18302.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13448.83 Day 53 1677.37 <30 Days LC-1 16.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23063.34 Day 53 818.19 30-90 Days LC-2 2109.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62893.56 Day 53 7837.18 Open N-1 10557.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12092.26 Day 53 1156.56 Open N-2 832.70 No Treasury