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 22341.64 Day 26 1866.84 91-180 Days S-1-Q 611.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35552.77 Day 26 4328.92 <30 Days S-2-Q 5048.25 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54601.00 Day 26 4859.66 30-90 Days S-3-Q 4408.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19860.19 Day 26 2961.81 <30 Days S-4-Q 1597.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112804.43 Day 26 6262.48 91-180 Days CB-3-Q 19617.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30595.75 Day 26 3064.36 91-180 Days G-1-Q 4439.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6277.77 Day 26 233.75 30-90 Days G-2-Q 501.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80732.67 Day 26 10440.94 <30 Days G-3-Q 13651.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32024.84 Day 26 3109.69 Open S-5-Q 5349.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76443.29 Day 26 10914.18 Open S-6-Q 2919.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96733.82 Day 26 3247.21 91-180 Days S-7-Q 15300.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81251.78 Day 26 3203.30 30-90 Days E-1-Q 11701.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15118.64 Day 26 259.10 Open E-2-Q 2691.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2496.34 Day 26 333.29 Open IG-1-Q 236.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107962.74 Day 26 2821.59 91-180 Days IG-2-Q 17855.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108918.83 Day 26 5304.37 91-180 Days C-1 12538.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14897.87 Day 26 1604.36 <30 Days CB-4 1557.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74770.38 Day 26 9215.96 Open E-10 3804.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3444.10 Day 26 142.46 <30 Days E-3 87.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1388.10 Day 26 196.60 91-180 Days E-4 164.10 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109171.73 Day 26 800.79 30-90 Days E-5 10875.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55060.60 Day 26 452.21 <30 Days E-6 3676.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59371.46 Day 26 8653.57 30-90 Days E-7 5598.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8729.52 Day 26 653.16 91-180 Days E-8 494.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78406.99 Day 26 1127.39 30-90 Days E-9 4956.77 Yes Liberty Wealth Management LLC Finance