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 105850.43 >3 Yr <= 4 Yr 8321.12 91-180 Days Y-2 19553.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67135.07 >3 Yr <= 4 Yr 5156.38 30-90 Days Y-3 12523.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101290.00 >3 Yr <= 4 Yr 10233.67 <30 Days Y-4 15789.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111143.98 >3 Yr <= 4 Yr 5237.61 <30 Days Z-1 19803.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106205.53 >3 Yr <= 4 Yr 12459.61 Open A-2 11268.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44558.99 >3 Yr <= 4 Yr 3743.50 <30 Days A-3 7144.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13708.62 >3 Yr <= 4 Yr 1071.05 <30 Days A-4 2633.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21740.92 >3 Yr <= 4 Yr 1316.11 30-90 Days A-5 3062.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42952.20 >3 Yr <= 4 Yr 816.18 30-90 Days CB-1 1524.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38982.16 >3 Yr <= 4 Yr 992.65 <30 Days CB-2 1336.77 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9552.82 >3 Yr <= 4 Yr 53.74 <30 Days CB-3 952.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86021.43 >3 Yr <= 4 Yr 8820.67 <30 Days E-1 5215.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30917.99 >3 Yr <= 4 Yr 3062.23 Open E-2 1715.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2344.71 >3 Yr <= 4 Yr 350.72 30-90 Days G-1 332.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10817.03 >3 Yr <= 4 Yr 117.56 91-180 Days G-2 1129.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18247.54 >3 Yr <= 4 Yr 1615.07 91-180 Days G-3 2058.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2930.55 >3 Yr <= 4 Yr 414.50 Open IG-1 8.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27286.44 >3 Yr <= 4 Yr 2822.46 91-180 Days IG-2 2121.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64875.43 >3 Yr <= 4 Yr 9557.08 Open S-1 3943.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47195.66 >3 Yr <= 4 Yr 6389.37 91-180 Days S-2 1024.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78524.50 >3 Yr <= 4 Yr 3339.88 <30 Days S-3 3271.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38024.86 >3 Yr <= 4 Yr 3531.95 Open S-4 4956.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82502.58 >3 Yr <= 4 Yr 9410.00 Open S-5 3557.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87712.00 >3 Yr <= 4 Yr 7120.45 30-90 Days S-6 5595.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58439.30 >3 Yr <= 4 Yr 8681.40 Open S-7 3288.57 Yes Liberty Capital Markets Inc. Operations