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 69575.33 >= 1 Yr <= 2 Yr 644.72 91-180 Days Z-1 13488.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89716.29 >= 1 Yr <= 2 Yr 9677.90 <30 Days A-2 7543.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16725.67 >= 1 Yr <= 2 Yr 1598.81 91-180 Days A-3 3332.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10323.70 >= 1 Yr <= 2 Yr 877.58 91-180 Days A-4 954.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84053.97 >= 1 Yr <= 2 Yr 4543.29 91-180 Days A-5 3543.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5350.31 >= 1 Yr <= 2 Yr 341.09 30-90 Days CB-1 1068.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65921.33 >= 1 Yr <= 2 Yr 4023.28 30-90 Days CB-2 1124.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57701.74 >= 1 Yr <= 2 Yr 102.41 <30 Days CB-3 10747.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56089.81 >= 1 Yr <= 2 Yr 6746.13 30-90 Days E-1 6852.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19296.06 >= 1 Yr <= 2 Yr 851.65 Open E-2 975.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21647.50 >= 1 Yr <= 2 Yr 2164.39 <30 Days G-1 231.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61997.08 >= 1 Yr <= 2 Yr 1072.73 Open G-2 543.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29858.73 >= 1 Yr <= 2 Yr 2582.91 30-90 Days G-3 3845.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6096.77 >= 1 Yr <= 2 Yr 847.53 91-180 Days IG-1 160.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93425.61 >= 1 Yr <= 2 Yr 6860.01 Open IG-2 15800.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43263.57 >= 1 Yr <= 2 Yr 2610.52 Open S-1 8392.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105681.02 >= 1 Yr <= 2 Yr 14603.82 91-180 Days S-2 9274.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96029.06 >= 1 Yr <= 2 Yr 10328.74 30-90 Days S-3 11152.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93342.43 >= 1 Yr <= 2 Yr 10110.08 Open S-4 8317.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35625.35 >= 1 Yr <= 2 Yr 4086.59 <30 Days S-5 125.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74173.63 >= 1 Yr <= 2 Yr 10343.56 30-90 Days S-6 12504.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37108.58 >= 1 Yr <= 2 Yr 3090.23 <30 Days S-7 2611.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104473.16 >2 Yr <= 3 Yr 8722.02 Open A-0-Q 13787.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68904.46 >2 Yr <= 3 Yr 5952.42 91-180 Days A-1-Q 8333.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54432.93 >2 Yr <= 3 Yr 4529.41 91-180 Days A-2-Q 9103.86 No Risk Management