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 69936.72 Day 59 1540.77 30-90 Days IG-1-Q 12291.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47167.92 Day 59 2699.17 <30 Days IG-2-Q 8508.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27236.46 Day 59 1291.15 91-180 Days C-1 2283.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98340.60 Day 59 3550.65 30-90 Days CB-4 16509.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29560.21 Day 59 3786.34 30-90 Days E-10 2594.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43732.47 Day 59 1427.50 <30 Days E-3 1208.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19580.50 Day 59 2579.86 <30 Days E-4 2160.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111393.22 Day 59 5718.15 30-90 Days E-5 6756.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107189.92 Day 59 5038.33 30-90 Days E-6 7788.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2580.18 Day 59 344.16 91-180 Days E-7 291.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12413.49 Day 59 170.13 <30 Days E-8 1491.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2503.39 Day 59 158.30 Open E-9 176.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66581.89 Day 59 1673.60 Open G-4 9364.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12755.83 Day 59 1730.26 91-180 Days IG-3 1201.08 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100535.16 Day 59 9179.59 <30 Days IG-4 7639.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40114.82 Day 59 3903.88 91-180 Days IG-5 3777.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86931.48 Day 59 8081.72 <30 Days IG-6 11108.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73374.74 Day 59 551.17 91-180 Days IG-7 8123.55 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63461.57 Day 59 7252.73 91-180 Days IG-8 11712.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94236.02 Day 59 2279.60 Open L-1 3494.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67056.85 Day 59 4942.73 <30 Days L-10 925.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 193.63 Day 59 24.21 Open L-11 38.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87859.77 Day 59 2274.15 91-180 Days L-2 9428.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86936.29 Day 59 7850.07 Open L-3 9842.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75728.36 Day 59 9909.76 30-90 Days L-4 4853.57 No Finance