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 103018.39 >2 Yr <= 3 Yr 2307.95 <30 Days N-1 3197.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79656.38 >2 Yr <= 3 Yr 1897.70 <30 Days N-2 941.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10234.13 >2 Yr <= 3 Yr 381.99 30-90 Days N-3 1142.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21371.24 >2 Yr <= 3 Yr 2793.18 91-180 Days N-4 304.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12034.88 >2 Yr <= 3 Yr 1419.90 91-180 Days N-5 1068.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42707.62 >2 Yr <= 3 Yr 6385.90 91-180 Days N-6 6586.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51736.57 >2 Yr <= 3 Yr 2371.95 91-180 Days N-7 1504.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63241.15 >2 Yr <= 3 Yr 3561.83 91-180 Days P-1 10040.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17962.93 >2 Yr <= 3 Yr 32.43 <30 Days P-2 1043.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44943.42 >2 Yr <= 3 Yr 100.22 91-180 Days S-8 2901.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64032.90 >2 Yr <= 3 Yr 3010.15 91-180 Days Y-1 10065.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85776.68 >2 Yr <= 3 Yr 115.38 <30 Days Y-2 17121.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65037.44 >2 Yr <= 3 Yr 8667.95 30-90 Days Y-3 4520.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109516.47 >2 Yr <= 3 Yr 3372.52 30-90 Days Y-4 9795.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97932.41 >2 Yr <= 3 Yr 1267.68 Open Z-1 811.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64115.70 >2 Yr <= 3 Yr 7332.43 30-90 Days A-2 6831.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2479.65 >2 Yr <= 3 Yr 103.34 30-90 Days A-3 99.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110744.42 >2 Yr <= 3 Yr 6560.55 <30 Days A-4 17219.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97658.71 >2 Yr <= 3 Yr 490.45 91-180 Days A-5 13888.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92345.62 >2 Yr <= 3 Yr 7656.85 <30 Days CB-1 9037.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34059.35 >2 Yr <= 3 Yr 1890.47 91-180 Days CB-2 4122.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70484.03 >2 Yr <= 3 Yr 2161.53 Open CB-3 4049.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20995.86 >2 Yr <= 3 Yr 1223.86 Open E-1 2222.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73674.67 >2 Yr <= 3 Yr 4790.43 91-180 Days E-2 3433.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48150.66 >2 Yr <= 3 Yr 340.86 <30 Days G-1 9369.96 Yes Liberty International Finance Ltd. Risk Management