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 106828.05 >2 Yr <= 3 Yr 13491.81 91-180 Days E-5 2173.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82347.90 >2 Yr <= 3 Yr 7025.39 Open E-6 4625.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23134.33 >2 Yr <= 3 Yr 300.48 91-180 Days E-7 1100.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45408.93 >2 Yr <= 3 Yr 3404.96 30-90 Days E-8 7508.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40590.29 >2 Yr <= 3 Yr 4578.58 91-180 Days E-9 5687.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81140.46 >2 Yr <= 3 Yr 12096.12 Open G-4 9060.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86169.30 >2 Yr <= 3 Yr 7506.82 <30 Days IG-3 9000.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99721.70 >2 Yr <= 3 Yr 2497.90 Open IG-4 5647.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41363.19 >2 Yr <= 3 Yr 2802.31 30-90 Days IG-5 2773.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56742.11 >2 Yr <= 3 Yr 6184.77 Open IG-6 10107.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65446.68 >2 Yr <= 3 Yr 5530.16 Open IG-7 3546.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31374.62 >2 Yr <= 3 Yr 1466.88 Open IG-8 789.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 928.83 >2 Yr <= 3 Yr 11.95 <30 Days L-1 109.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14421.73 >2 Yr <= 3 Yr 1954.41 Open L-10 2620.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60883.83 >2 Yr <= 3 Yr 2447.71 30-90 Days L-11 267.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73777.16 >2 Yr <= 3 Yr 482.04 30-90 Days L-2 4994.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83895.32 >2 Yr <= 3 Yr 2953.41 Open L-3 8919.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31187.53 >2 Yr <= 3 Yr 1305.51 91-180 Days L-4 1402.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46120.42 >2 Yr <= 3 Yr 4135.20 Open L-5 3456.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60991.28 >2 Yr <= 3 Yr 2822.23 30-90 Days L-6 11010.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38336.14 >2 Yr <= 3 Yr 3757.66 91-180 Days L-7 7441.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49689.33 >2 Yr <= 3 Yr 4802.93 91-180 Days L-8 1879.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56066.52 >2 Yr <= 3 Yr 4395.94 <30 Days L-9 10201.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25199.97 >2 Yr <= 3 Yr 2232.66 30-90 Days LC-1 2175.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104008.12 >2 Yr <= 3 Yr 15238.94 30-90 Days LC-2 2443.61 No Legal