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 73067.71 Day 25 9903.89 91-180 Days L-6 7461.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60014.82 Day 25 4144.92 Open L-7 3966.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14391.95 Day 25 1318.16 91-180 Days L-8 705.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77881.21 Day 25 5470.73 Open L-9 6402.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1524.07 Day 25 219.94 Open LC-1 284.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89465.48 Day 25 3366.66 91-180 Days LC-2 3189.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100593.21 Day 25 6079.36 Open N-1 5777.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11982.96 Day 25 324.91 <30 Days N-2 232.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32820.84 Day 25 3172.18 <30 Days N-3 1204.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76676.86 Day 25 3931.56 30-90 Days N-4 6833.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41383.04 Day 25 5496.75 <30 Days N-5 6781.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61895.41 Day 25 5913.06 <30 Days N-6 3381.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50607.01 Day 25 4927.36 91-180 Days N-7 1854.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6329.75 Day 25 213.12 Open P-1 125.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32032.84 Day 25 189.19 <30 Days P-2 4716.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109315.87 Day 25 9932.57 <30 Days S-8 1211.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9749.09 Day 25 1145.77 91-180 Days Y-1 226.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85870.90 Day 25 10031.20 <30 Days Y-2 1025.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12455.94 Day 25 817.55 <30 Days Y-3 627.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73273.63 Day 25 8019.85 91-180 Days Y-4 2705.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13632.09 Day 25 892.46 30-90 Days Z-1 2365.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60392.45 Day 25 6463.96 30-90 Days A-2 3291.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79850.49 Day 25 365.02 30-90 Days A-3 4945.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90857.97 Day 25 9441.87 91-180 Days A-4 543.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11464.77 Day 25 1705.56 Open A-5 1767.95 No Legal