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 83374.19 Day 29 5825.52 30-90 Days Y-4 14096.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59283.75 Day 29 2303.70 <30 Days Z-1 8085.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83727.18 Day 29 7416.18 Open A-2 5060.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3838.95 Day 29 315.78 <30 Days A-3 239.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12499.28 Day 29 1631.04 <30 Days A-4 399.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52955.90 Day 29 6130.29 Open A-5 8447.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26008.58 Day 29 822.55 91-180 Days CB-1 1832.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14102.25 Day 29 1616.66 <30 Days CB-2 183.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48628.76 Day 29 5126.73 <30 Days CB-3 3423.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 219.27 Day 29 22.21 30-90 Days E-1 8.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106520.67 Day 29 9674.09 <30 Days E-2 15619.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23097.66 Day 29 3098.64 91-180 Days G-1 3627.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24003.62 Day 29 507.56 91-180 Days G-2 1320.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32963.22 Day 29 1858.79 <30 Days G-3 1614.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6655.28 Day 29 850.25 Open IG-1 1295.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78523.44 Day 29 2672.02 30-90 Days IG-2 13840.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33007.69 Day 29 4191.13 Open S-1 5802.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59054.94 Day 29 7953.48 30-90 Days S-2 3598.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16224.10 Day 29 1170.22 30-90 Days S-3 1938.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89643.93 Day 29 2646.63 <30 Days S-4 11868.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80599.87 Day 29 1862.01 30-90 Days S-5 11392.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109383.59 Day 29 5853.69 Open S-6 7806.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4639.77 Day 29 681.85 30-90 Days S-7 528.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52148.36 Day 30 5490.52 Open A-0-Q 7013.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88730.08 Day 30 8721.04 <30 Days A-1-Q 1669.25 No Treasury