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 11524.35 Day 13 409.92 <30 Days Y-3 1866.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1999.58 Day 13 51.44 <30 Days Y-4 5.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98559.35 Day 13 324.65 <30 Days Z-1 7792.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14020.80 Day 13 1770.43 Open A-2 164.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11146.99 Day 13 166.49 <30 Days A-3 79.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74885.26 Day 13 3505.41 <30 Days A-4 13887.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90546.79 Day 13 11736.36 91-180 Days A-5 16187.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73403.40 Day 13 399.63 91-180 Days CB-1 885.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50335.96 Day 13 6180.03 91-180 Days CB-2 2812.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63377.30 Day 13 3082.12 30-90 Days CB-3 7595.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39537.92 Day 13 4398.90 30-90 Days E-1 1301.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80753.46 Day 13 11446.37 Open E-2 5378.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62184.47 Day 13 6973.38 30-90 Days G-1 11353.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62347.74 Day 13 2455.19 <30 Days G-2 7582.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47729.33 Day 13 1668.80 91-180 Days G-3 7530.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69069.34 Day 13 7380.84 <30 Days IG-1 4764.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49892.26 Day 13 4758.59 30-90 Days IG-2 3291.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29554.06 Day 13 1054.77 <30 Days S-1 4816.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78497.44 Day 13 8668.67 <30 Days S-2 12230.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105456.75 Day 13 1067.73 <30 Days S-3 19695.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40195.16 Day 13 1651.34 30-90 Days S-4 4265.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105822.40 Day 13 11037.67 91-180 Days S-5 3046.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53020.01 Day 13 7866.40 91-180 Days S-6 9814.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113102.76 Day 13 11813.74 <30 Days S-7 20646.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14172.28 Day 14 455.21 91-180 Days A-0-Q 2529.43 Yes Liberty Wealth Management LLC Operations