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 63581.99 >5 Yr 4467.77 <30 Days S-5 579.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86620.76 >5 Yr 7790.51 91-180 Days S-6 15383.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30842.58 >5 Yr 2267.16 Open S-7 5825.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46237.86 Perpetual 811.94 30-90 Days A-0-Q 4308.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1259.82 Perpetual 12.33 30-90 Days A-1-Q 153.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82499.16 Perpetual 9902.98 <30 Days A-2-Q 6276.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102146.92 Perpetual 7366.26 Open A-3-Q 17957.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28890.55 Perpetual 4170.97 30-90 Days A-4-Q 121.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26123.15 Perpetual 2329.74 <30 Days A-5-Q 3936.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2800.85 Perpetual 131.49 91-180 Days CB-1-Q 282.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35450.71 Perpetual 2171.57 91-180 Days CB-2-Q 3710.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9708.44 Perpetual 563.19 30-90 Days S-1-Q 1689.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21912.48 Perpetual 1806.01 30-90 Days S-2-Q 643.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7837.21 Perpetual 1112.98 91-180 Days S-3-Q 1224.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95435.18 Perpetual 8809.08 91-180 Days S-4-Q 14320.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31373.92 Perpetual 4409.59 30-90 Days CB-3-Q 4469.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95379.86 Perpetual 4052.71 91-180 Days G-1-Q 11321.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61060.13 Perpetual 21.93 Open G-2-Q 3025.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43943.56 Perpetual 6532.88 Open G-3-Q 3004.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75864.67 Perpetual 7213.62 30-90 Days S-5-Q 1275.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30389.63 Perpetual 3916.48 <30 Days S-6-Q 1568.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76596.37 Perpetual 222.41 91-180 Days S-7-Q 12888.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27045.00 Perpetual 2784.11 91-180 Days E-1-Q 5380.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15010.25 Perpetual 2020.56 Open E-2-Q 1073.18 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17173.86 Perpetual 2291.46 Open IG-1-Q 2420.09 No Risk Management