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 15203.00 Day 28 1909.31 <30 Days E-7 694.01 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78734.12 Day 28 5176.74 <30 Days E-8 6194.89 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36969.17 Day 28 4580.31 91-180 Days E-9 2.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81016.40 Day 28 9371.89 <30 Days G-4 1249.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4569.72 Day 28 313.32 <30 Days IG-3 773.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49818.90 Day 28 3608.03 <30 Days IG-4 1948.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46313.27 Day 28 5819.60 91-180 Days IG-5 8613.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100466.38 Day 28 4837.43 <30 Days IG-6 18134.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82106.56 Day 28 27.73 Open IG-7 3320.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82731.60 Day 28 8328.80 <30 Days IG-8 1076.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106795.18 Day 28 9215.35 Open L-1 6813.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15180.60 Day 28 778.04 30-90 Days L-10 2579.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8909.36 Day 28 410.66 <30 Days L-11 1212.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45578.76 Day 28 202.36 Open L-2 4750.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27420.41 Day 28 1431.29 30-90 Days L-3 2414.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94590.42 Day 28 8353.68 <30 Days L-4 12207.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32102.91 Day 28 4705.21 30-90 Days L-5 771.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29583.61 Day 28 1188.42 91-180 Days L-6 2167.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72222.73 Day 28 6029.80 <30 Days L-7 10797.79 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30788.81 Day 28 4066.62 <30 Days L-8 4480.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28689.43 Day 28 1331.62 Open L-9 987.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47566.94 Day 28 2427.13 30-90 Days LC-1 8899.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92189.72 Day 28 9124.61 30-90 Days LC-2 3782.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28654.90 Day 28 3866.42 Open N-1 3636.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16563.52 Day 28 1724.78 <30 Days N-2 249.09 No Treasury