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 8878.03 Day 55 1234.26 30-90 Days E-4 967.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75016.19 Day 55 4349.88 91-180 Days E-5 12454.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33612.81 Day 55 1562.51 91-180 Days E-6 873.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30916.57 Day 55 2921.23 <30 Days E-7 5329.10 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21229.17 Day 55 1561.62 30-90 Days E-8 279.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65211.93 Day 55 223.49 30-90 Days E-9 9509.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17273.24 Day 55 2400.18 30-90 Days G-4 2279.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46099.67 Day 55 1064.41 30-90 Days IG-3 1037.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45478.26 Day 55 1857.12 91-180 Days IG-4 419.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10939.32 Day 55 1554.61 <30 Days IG-5 1615.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50603.93 Day 55 4017.26 30-90 Days IG-6 5087.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35265.30 Day 55 2726.64 Open IG-7 6673.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47698.70 Day 55 6416.29 91-180 Days IG-8 3868.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34066.10 Day 55 2105.70 Open L-1 3543.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18578.94 Day 55 347.85 91-180 Days L-10 3592.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23169.15 Day 55 3034.67 Open L-11 2070.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43778.11 Day 55 142.37 91-180 Days L-2 7950.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30560.96 Day 55 19.13 Open L-3 5230.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36236.97 Day 55 397.38 <30 Days L-4 987.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11920.86 Day 55 1221.00 30-90 Days L-5 532.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96414.81 Day 55 88.69 <30 Days L-6 4593.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21809.57 Day 55 1076.68 <30 Days L-7 418.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64344.82 Day 55 8566.15 30-90 Days L-8 522.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47957.88 Day 55 4924.11 <30 Days L-9 9096.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76903.46 Day 55 7858.33 91-180 Days LC-1 8279.51 No Risk Management