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 No 40511.42 Day 15 5551.33 91-180 Days CB-3-Q 3184.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94339.02 Day 15 2764.78 Open G-1-Q 4277.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24807.30 Day 15 764.76 91-180 Days G-2-Q 663.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68091.91 Day 15 6501.89 30-90 Days G-3-Q 13447.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99093.06 Day 15 8527.36 30-90 Days S-5-Q 2298.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60182.51 Day 15 1034.65 <30 Days S-6-Q 3863.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67760.55 Day 15 5738.54 Open S-7-Q 900.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21319.65 Day 15 538.41 <30 Days E-1-Q 2548.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108786.87 Day 15 852.28 Open E-2-Q 16085.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24052.34 Day 15 3471.18 <30 Days IG-1-Q 2229.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55940.93 Day 15 3476.06 91-180 Days IG-2-Q 2239.67 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54538.01 Day 15 1542.87 30-90 Days C-1 9100.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49833.82 Day 15 2712.23 91-180 Days CB-4 1357.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21943.39 Day 15 744.36 30-90 Days E-10 2269.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82627.26 Day 15 11651.34 <30 Days E-3 8890.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58367.05 Day 15 8508.23 Open E-4 11374.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63538.91 Day 15 2487.29 30-90 Days E-5 3800.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32690.99 Day 15 3473.25 30-90 Days E-6 930.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15181.55 Day 15 211.92 30-90 Days E-7 2695.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86094.24 Day 15 9302.91 30-90 Days E-8 6125.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49736.73 Day 15 2904.70 Open E-9 9103.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103531.94 Day 15 9542.12 Open G-4 13697.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70352.35 Day 15 2609.69 30-90 Days IG-3 9915.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19099.81 Day 15 1540.70 Open IG-4 229.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100741.95 Day 15 1181.38 <30 Days IG-5 7183.74 No Finance