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 46262.70 Day 26 4503.30 91-180 Days S-2 6397.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2709.33 Day 26 228.07 <30 Days S-3 154.98 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87762.00 Day 26 4741.79 Open S-4 12813.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6524.02 Day 26 673.59 91-180 Days S-5 1106.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65489.34 Day 26 9408.04 <30 Days S-6 11902.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30070.70 Day 26 2572.02 30-90 Days S-7 2190.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8367.92 Day 27 1223.50 Open A-0-Q 1291.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110716.36 Day 27 2727.47 30-90 Days A-1-Q 9945.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94220.42 Day 27 4183.35 Open A-2-Q 10150.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18036.68 Day 27 1473.00 30-90 Days A-3-Q 3396.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108103.11 Day 27 3595.43 <30 Days A-4-Q 20180.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13182.95 Day 27 1355.07 Open A-5-Q 194.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103037.43 Day 27 2079.95 Open CB-1-Q 13319.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14173.69 Day 27 2011.82 <30 Days CB-2-Q 1192.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89292.36 Day 27 6960.95 <30 Days S-1-Q 16245.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47473.84 Day 27 1233.73 <30 Days S-2-Q 5924.59 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68012.98 Day 27 5076.94 <30 Days S-3-Q 4250.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91501.02 Day 27 10005.55 Open S-4-Q 4955.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20638.89 Day 27 1375.11 30-90 Days CB-3-Q 2019.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110286.71 Day 27 15576.60 91-180 Days G-1-Q 1093.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48857.29 Day 27 6598.96 Open G-2-Q 1538.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74187.82 Day 27 1368.66 <30 Days G-3-Q 5793.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67022.98 Day 27 9886.95 91-180 Days S-5-Q 677.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65156.74 Day 27 9582.34 <30 Days S-6-Q 8429.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74998.77 Day 27 2364.54 30-90 Days S-7-Q 6191.36 No Operations