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 24565.12 Day 23 336.60 91-180 Days A-0-Q 2540.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3299.88 Day 23 137.73 30-90 Days A-1-Q 535.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99312.84 Day 23 889.15 30-90 Days A-2-Q 19180.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48412.62 Day 23 6165.96 91-180 Days A-3-Q 3442.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60225.97 Day 23 1003.08 <30 Days A-4-Q 411.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110250.45 Day 23 4568.01 91-180 Days A-5-Q 11752.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28980.68 Day 23 290.17 <30 Days CB-1-Q 850.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20448.79 Day 23 2688.03 Open CB-2-Q 606.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38080.52 Day 23 4234.83 <30 Days S-1-Q 6259.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28714.30 Day 23 2259.24 30-90 Days S-2-Q 3004.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79965.85 Day 23 968.43 Open S-3-Q 2194.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13096.45 Day 23 1251.42 30-90 Days S-4-Q 1439.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76118.05 Day 23 3281.74 91-180 Days CB-3-Q 14117.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102236.75 Day 23 4459.66 <30 Days G-1-Q 11635.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96585.06 Day 23 371.34 91-180 Days G-2-Q 8724.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17804.76 Day 23 1401.69 91-180 Days G-3-Q 378.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20263.24 Day 23 711.03 Open S-5-Q 1791.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105057.35 Day 23 8455.57 <30 Days S-6-Q 5427.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85255.79 Day 23 12340.67 30-90 Days S-7-Q 4117.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79707.67 Day 23 10025.26 30-90 Days E-1-Q 11279.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51946.24 Day 23 3217.84 91-180 Days E-2-Q 5535.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48128.12 Day 23 3312.69 Open IG-1-Q 1958.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100841.61 Day 23 2453.70 <30 Days IG-2-Q 3013.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73778.60 Day 23 682.18 <30 Days C-1 14006.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33845.51 Day 23 4627.57 <30 Days CB-4 5520.75 Yes Liberty Wealth Management LLC Legal