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 Bank Yes 83325.06 68 - 74 Days 8647.67 Open S-8 3599.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59860.92 68 - 74 Days 7200.70 Open Y-1 3829.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52239.09 68 - 74 Days 6592.36 Open Y-2 384.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90699.74 68 - 74 Days 3110.00 91-180 Days Y-3 499.40 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22001.84 68 - 74 Days 3179.77 Open Y-4 1356.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77962.64 68 - 74 Days 5593.28 Open Z-1 13621.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84014.27 68 - 74 Days 8586.99 91-180 Days A-2 3237.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45250.12 68 - 74 Days 3866.46 Open A-3 7526.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8182.96 68 - 74 Days 419.34 30-90 Days A-4 426.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82182.25 68 - 74 Days 7538.52 30-90 Days A-5 11085.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14985.19 68 - 74 Days 2084.82 30-90 Days CB-1 1239.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6240.39 68 - 74 Days 480.71 30-90 Days CB-2 1042.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50507.12 68 - 74 Days 2542.54 91-180 Days CB-3 3277.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98931.19 68 - 74 Days 1621.17 Open E-1 8210.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18557.20 68 - 74 Days 1958.18 91-180 Days E-2 38.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15313.89 68 - 74 Days 1064.23 <30 Days G-1 1067.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11925.34 68 - 74 Days 271.35 91-180 Days G-2 319.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80732.66 68 - 74 Days 3334.38 Open G-3 3102.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27613.59 68 - 74 Days 1647.91 Open IG-1 364.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70199.77 68 - 74 Days 1309.06 Open IG-2 9651.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4319.31 68 - 74 Days 338.53 <30 Days S-1 504.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85014.58 68 - 74 Days 3206.90 <30 Days S-2 438.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19856.50 68 - 74 Days 2006.50 Open S-3 1437.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22489.38 68 - 74 Days 1911.65 91-180 Days S-4 2030.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105153.21 68 - 74 Days 3188.27 Open S-5 16124.73 Yes Liberty Wealth Management LLC Treasury