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 50245.06 >4 Yr <= 5 Yr 2290.69 <30 Days E-1 6993.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20215.46 >4 Yr <= 5 Yr 2464.66 91-180 Days E-2 1437.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72820.56 >4 Yr <= 5 Yr 327.79 Open G-1 11236.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9326.91 >4 Yr <= 5 Yr 1121.61 <30 Days G-2 478.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92632.16 >4 Yr <= 5 Yr 4181.81 Open G-3 12630.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6091.42 >4 Yr <= 5 Yr 799.78 Open IG-1 1055.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12949.74 >4 Yr <= 5 Yr 1900.34 <30 Days IG-2 2539.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57059.36 >4 Yr <= 5 Yr 7141.28 <30 Days S-1 3441.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52768.19 >4 Yr <= 5 Yr 5724.66 91-180 Days S-2 8012.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88951.74 >4 Yr <= 5 Yr 12444.16 Open S-3 3818.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6726.67 >4 Yr <= 5 Yr 406.46 30-90 Days S-4 148.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50485.40 >4 Yr <= 5 Yr 4084.10 Open S-5 694.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78746.94 >4 Yr <= 5 Yr 2945.63 Open S-6 12275.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61405.82 >4 Yr <= 5 Yr 7473.59 <30 Days S-7 4948.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35369.10 >5 Yr 285.50 Open A-0-Q 3178.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24416.70 >5 Yr 3090.60 <30 Days A-1-Q 3251.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16205.13 >5 Yr 21.09 <30 Days A-2-Q 527.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41217.74 >5 Yr 4365.28 30-90 Days A-3-Q 3429.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53394.51 >5 Yr 3376.39 Open A-4-Q 4418.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82638.72 >5 Yr 361.29 Open A-5-Q 15469.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46628.61 >5 Yr 6771.48 91-180 Days CB-1-Q 5742.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53893.07 >5 Yr 870.06 91-180 Days CB-2-Q 8706.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75250.97 >5 Yr 10743.72 <30 Days S-1-Q 1991.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 113633.83 >5 Yr 7073.20 91-180 Days S-2-Q 21516.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93321.50 >5 Yr 12142.43 Open S-3-Q 2833.29 Yes Liberty International Finance Ltd. Risk Management