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 5555.05 Day 32 820.17 Open CB-3 430.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1777.78 Day 32 89.87 Open E-1 216.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18491.01 Day 32 1522.71 91-180 Days E-2 2499.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49550.48 Day 32 65.82 91-180 Days G-1 743.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62991.66 Day 32 1994.52 30-90 Days G-2 9371.40 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40327.95 Day 32 625.45 <30 Days G-3 2954.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42237.34 Day 32 5621.09 Open IG-1 1262.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98405.58 Day 32 1781.95 <30 Days IG-2 1797.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81876.04 Day 32 11329.02 30-90 Days S-1 1642.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95746.98 Day 32 10729.34 <30 Days S-2 9634.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81669.43 Day 32 9966.48 Open S-3 5652.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47855.53 Day 32 5827.49 30-90 Days S-4 6187.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62347.28 Day 32 5358.51 Open S-5 12122.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104417.34 Day 32 50.88 30-90 Days S-6 1560.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74938.42 Day 32 8611.93 91-180 Days S-7 11258.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70758.15 Day 33 8007.90 <30 Days A-0-Q 12287.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93091.65 Day 33 5234.25 <30 Days A-1-Q 14384.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18548.88 Day 33 323.44 91-180 Days A-2-Q 3280.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100383.94 Day 33 844.21 Open A-3-Q 13956.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22079.22 Day 33 2100.18 Open A-4-Q 4046.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37573.31 Day 33 3239.68 <30 Days A-5-Q 7347.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70934.32 Day 33 8104.19 Open CB-1-Q 14170.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68520.40 Day 33 5131.18 Open CB-2-Q 9625.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19123.69 Day 33 24.50 <30 Days S-1-Q 3377.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19511.42 Day 33 2281.62 30-90 Days S-2-Q 700.07 Yes Liberty Wealth Management LLC Treasury