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 100886.11 Day 33 1357.62 Open P-1 9696.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89571.40 Day 33 5640.61 30-90 Days P-2 15223.29 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54970.48 Day 33 2603.99 <30 Days S-8 3048.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74045.76 Day 33 3156.55 Open Y-1 11416.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109447.05 Day 33 9474.77 30-90 Days Y-2 3066.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15972.83 Day 33 2328.47 Open Y-3 2733.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29646.16 Day 33 3418.98 30-90 Days Y-4 1408.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29619.60 Day 33 367.59 30-90 Days Z-1 5848.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39994.67 Day 33 1228.13 30-90 Days A-2 918.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13137.77 Day 33 83.30 91-180 Days A-3 917.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43147.23 Day 33 2802.57 Open A-4 7458.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98894.85 Day 33 14284.90 Open A-5 17949.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94561.85 Day 33 2407.89 91-180 Days CB-1 11983.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51496.38 Day 33 2146.68 91-180 Days CB-2 8181.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26306.16 Day 33 248.65 30-90 Days CB-3 1584.76 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63311.16 Day 33 2699.46 91-180 Days E-1 3741.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35468.06 Day 33 2399.84 91-180 Days E-2 551.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111758.33 Day 33 11404.19 91-180 Days G-1 20057.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107094.97 Day 33 15117.57 Open G-2 13005.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70785.18 Day 33 4153.44 <30 Days G-3 3845.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40371.21 Day 33 4592.72 30-90 Days IG-1 557.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66704.28 Day 33 4084.68 Open IG-2 3030.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16240.35 Day 33 319.67 <30 Days S-1 2555.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100754.56 Day 33 7531.49 <30 Days S-2 458.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89090.19 Day 33 6796.69 30-90 Days S-3 15125.98 No Finance