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 9196.06 68 - 74 Days 834.65 30-90 Days G-3 256.85 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30656.58 68 - 74 Days 2848.81 91-180 Days IG-1 4845.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91094.18 68 - 74 Days 12078.56 30-90 Days IG-2 7861.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110995.77 68 - 74 Days 15581.46 30-90 Days S-1 2532.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65083.16 68 - 74 Days 321.49 30-90 Days S-2 6840.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74053.49 68 - 74 Days 10492.20 91-180 Days S-3 6330.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13966.99 68 - 74 Days 1468.80 91-180 Days S-4 2146.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34364.87 68 - 74 Days 1714.54 30-90 Days S-5 3364.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85097.67 68 - 74 Days 10529.18 91-180 Days S-6 1508.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101375.32 68 - 74 Days 3027.44 <30 Days S-7 4448.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113361.68 75 - 82 Days 9703.65 30-90 Days A-0-Q 5314.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38119.77 75 - 82 Days 366.41 Open A-1-Q 6625.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71225.79 75 - 82 Days 1965.18 Open A-2-Q 4497.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5570.85 75 - 82 Days 232.24 91-180 Days A-3-Q 890.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77682.08 75 - 82 Days 3308.73 Open A-4-Q 4010.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91183.47 75 - 82 Days 8212.67 <30 Days A-5-Q 377.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65761.88 75 - 82 Days 2929.42 <30 Days CB-1-Q 5009.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12930.45 75 - 82 Days 1645.05 <30 Days CB-2-Q 654.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17491.09 75 - 82 Days 1210.87 30-90 Days S-1-Q 2662.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30122.93 75 - 82 Days 1503.86 91-180 Days S-2-Q 2854.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69901.90 75 - 82 Days 7067.10 Open S-3-Q 12605.40 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41962.74 75 - 82 Days 2762.29 30-90 Days S-4-Q 674.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5508.88 75 - 82 Days 194.40 91-180 Days CB-3-Q 528.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46034.52 75 - 82 Days 632.67 Open G-1-Q 1497.13 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111120.31 75 - 82 Days 7310.57 Open G-2-Q 19002.71 No Finance