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 No 56623.60 Day 58 5249.53 30-90 Days S-3-Q 8615.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18357.56 Day 58 2509.59 91-180 Days S-4-Q 3494.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34462.80 Day 58 1476.68 91-180 Days CB-3-Q 381.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11619.64 Day 58 1648.58 Open G-1-Q 1799.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57734.49 Day 58 4579.08 <30 Days G-2-Q 4876.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15088.49 Day 58 578.09 <30 Days G-3-Q 1202.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92613.23 Day 58 6564.73 91-180 Days S-5-Q 10581.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105556.37 Day 58 8708.88 <30 Days S-6-Q 13852.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69613.69 Day 58 9701.26 30-90 Days S-7-Q 7375.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37070.54 Day 58 3035.82 <30 Days E-1-Q 2423.83 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65029.30 Day 58 3579.87 30-90 Days E-2-Q 8371.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71875.85 Day 58 349.06 Open IG-1-Q 10731.36 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11203.14 Day 58 1326.95 30-90 Days IG-2-Q 345.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108104.56 Day 58 2960.83 30-90 Days C-1 7982.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109735.14 Day 58 7803.88 Open CB-4 10633.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25136.30 Day 58 1699.47 91-180 Days E-10 1557.38 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19959.71 Day 58 1333.28 30-90 Days E-3 3079.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80309.95 Day 58 5273.59 Open E-4 15506.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6368.25 Day 58 175.44 30-90 Days E-5 153.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40466.91 Day 58 3982.14 Open E-6 4071.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50030.27 Day 58 1046.67 Open E-7 6008.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23993.40 Day 58 1745.86 <30 Days E-8 2216.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62011.05 Day 58 8854.56 30-90 Days E-9 2303.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44559.98 Day 58 3282.84 30-90 Days G-4 4432.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12094.25 Day 58 1147.52 91-180 Days IG-3 1016.99 No Treasury