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 78623.97 151 - 179 Days 2219.66 <30 Days S-3 12115.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39179.92 151 - 179 Days 3086.51 91-180 Days S-4 3791.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5269.69 151 - 179 Days 434.30 91-180 Days S-5 739.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18673.75 151 - 179 Days 301.60 Open S-6 1795.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22924.41 151 - 179 Days 140.92 30-90 Days S-7 175.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54786.39 180 - 270 Days 4370.32 91-180 Days A-0-Q 3518.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101138.68 180 - 270 Days 9025.56 30-90 Days A-1-Q 5949.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83193.47 180 - 270 Days 11107.10 30-90 Days A-2-Q 2316.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108693.31 180 - 270 Days 12482.56 30-90 Days A-3-Q 8579.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98421.77 180 - 270 Days 253.50 30-90 Days A-4-Q 2672.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92305.90 180 - 270 Days 13189.53 Open A-5-Q 7334.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108318.35 180 - 270 Days 13644.16 91-180 Days CB-1-Q 9901.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104638.87 180 - 270 Days 2418.60 <30 Days CB-2-Q 12191.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110782.34 180 - 270 Days 7615.74 <30 Days S-1-Q 7683.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63632.17 180 - 270 Days 8606.20 91-180 Days S-2-Q 8615.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27743.75 180 - 270 Days 2974.64 30-90 Days S-3-Q 3259.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103143.92 180 - 270 Days 5186.91 30-90 Days S-4-Q 10853.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33769.64 180 - 270 Days 3504.47 91-180 Days CB-3-Q 2594.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28082.36 180 - 270 Days 492.39 Open G-1-Q 16.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14051.70 180 - 270 Days 787.50 30-90 Days G-2-Q 1559.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3201.15 180 - 270 Days 212.09 Open G-3-Q 94.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79157.08 180 - 270 Days 10556.50 Open S-5-Q 7552.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15705.48 180 - 270 Days 1484.15 Open S-6-Q 1608.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89793.58 180 - 270 Days 5007.11 Open S-7-Q 6260.74 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36636.98 180 - 270 Days 4700.13 91-180 Days E-1-Q 2301.89 No Risk Management