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 51498.56 Day 20 5879.06 30-90 Days Z-1 10285.96 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106995.54 Day 20 13059.63 91-180 Days A-2 9691.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101187.67 Day 20 8172.21 30-90 Days A-3 19483.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91495.87 Day 20 10060.55 <30 Days A-4 5123.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41943.50 Day 20 439.82 <30 Days A-5 4269.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5272.40 Day 20 365.85 30-90 Days CB-1 831.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69385.72 Day 20 4874.94 91-180 Days CB-2 7777.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13969.67 Day 20 349.13 30-90 Days CB-3 2769.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15540.66 Day 20 1194.03 30-90 Days E-1 1046.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84030.06 Day 20 6598.38 Open E-2 5456.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27921.62 Day 20 1160.19 91-180 Days G-1 3559.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52347.35 Day 20 322.31 <30 Days G-2 5981.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67645.06 Day 20 7853.57 91-180 Days G-3 5894.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20978.87 Day 20 140.62 Open IG-1 2938.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32834.22 Day 20 943.18 91-180 Days IG-2 4692.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41686.27 Day 20 2111.44 Open S-1 8260.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47551.97 Day 20 6499.52 91-180 Days S-2 4104.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65395.24 Day 20 5146.24 91-180 Days S-3 5032.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96635.52 Day 20 2530.69 30-90 Days S-4 9858.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98659.28 Day 20 3161.42 91-180 Days S-5 1726.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35246.79 Day 20 1223.68 91-180 Days S-6 4841.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22039.29 Day 20 454.28 <30 Days S-7 1588.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63941.09 Day 21 184.73 91-180 Days A-0-Q 4842.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34781.42 Day 21 4030.00 91-180 Days A-1-Q 803.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61620.39 Day 21 2725.54 <30 Days A-2-Q 543.94 Yes Liberty Mortgage Services Corp. Operations