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 No 49213.06 121 - 150 Days 5005.33 <30 Days IG-2 7750.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9617.96 121 - 150 Days 1388.44 91-180 Days S-1 212.20 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75509.74 121 - 150 Days 2052.10 30-90 Days S-2 3908.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47780.95 121 - 150 Days 3403.34 Open S-3 5407.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46459.56 121 - 150 Days 3048.98 <30 Days S-4 3848.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86746.28 121 - 150 Days 11223.85 Open S-5 1485.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110223.40 121 - 150 Days 11836.60 91-180 Days S-6 8310.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74691.53 121 - 150 Days 10670.85 <30 Days S-7 11539.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55255.46 151 - 179 Days 6646.98 <30 Days A-0-Q 871.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17806.19 151 - 179 Days 853.21 Open A-1-Q 3523.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20642.30 151 - 179 Days 785.75 Open A-2-Q 1150.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99968.09 151 - 179 Days 14460.31 30-90 Days A-3-Q 9436.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88137.47 151 - 179 Days 10236.47 Open A-4-Q 12830.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92091.58 151 - 179 Days 1092.15 30-90 Days A-5-Q 609.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47400.67 151 - 179 Days 3533.00 <30 Days CB-1-Q 9232.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91628.61 151 - 179 Days 8312.70 Open CB-2-Q 13579.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98206.06 151 - 179 Days 4628.78 <30 Days S-1-Q 16551.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85972.82 151 - 179 Days 10279.02 30-90 Days S-2-Q 2372.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24178.29 151 - 179 Days 2265.90 91-180 Days S-3-Q 100.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73647.84 151 - 179 Days 8522.24 Open S-4-Q 13366.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1387.73 151 - 179 Days 196.67 91-180 Days CB-3-Q 190.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3228.43 151 - 179 Days 424.07 30-90 Days G-1-Q 104.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48455.52 151 - 179 Days 5760.99 91-180 Days G-2-Q 5224.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49761.84 151 - 179 Days 2734.22 <30 Days G-3-Q 6803.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102203.90 151 - 179 Days 773.17 Open S-5-Q 1716.26 No Legal