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 70246.78 Day 17 1254.16 <30 Days S-3 11579.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102053.97 Day 17 13810.04 Open S-4 15041.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75341.41 Day 17 2031.07 91-180 Days S-5 8214.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20793.96 Day 17 2434.45 Open S-6 1342.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100338.59 Day 17 1675.87 Open S-7 6882.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76.00 Day 18 11.06 Open A-0-Q 2.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34132.45 Day 18 3978.28 <30 Days A-1-Q 1798.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87532.46 Day 18 5964.43 30-90 Days A-2-Q 6031.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41831.66 Day 18 3925.50 Open A-3-Q 1540.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33746.75 Day 18 1445.63 30-90 Days A-4-Q 5923.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102001.76 Day 18 12511.40 <30 Days A-5-Q 18142.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93645.76 Day 18 4627.49 30-90 Days CB-1-Q 17438.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 198.90 Day 18 8.40 Open CB-2-Q 37.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88269.37 Day 18 12576.14 Open S-1-Q 17437.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98668.57 Day 18 7266.31 Open S-2-Q 10943.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67812.39 Day 18 1677.10 Open S-3-Q 4372.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106922.92 Day 18 14002.56 <30 Days S-4-Q 14754.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14242.91 Day 18 1931.88 30-90 Days CB-3-Q 1437.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86433.63 Day 18 9502.33 Open G-1-Q 8058.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51948.28 Day 18 1412.57 Open G-2-Q 10385.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1691.12 Day 18 214.65 Open G-3-Q 168.14 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82443.22 Day 18 3827.21 30-90 Days S-5-Q 12046.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16470.08 Day 18 1254.75 Open S-6-Q 582.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34695.89 Day 18 152.06 Open S-7-Q 5721.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18249.14 Day 18 374.34 Open E-1-Q 1379.59 Yes Liberty Mortgage Services Corp. Legal