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 83370.10 Day 33 5463.64 91-180 Days S-4 4284.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38621.70 Day 33 5184.49 91-180 Days S-5 777.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43228.10 Day 33 2370.39 Open S-6 8470.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109853.98 Day 33 6792.22 <30 Days S-7 459.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53622.33 Day 34 2339.05 91-180 Days A-0-Q 7215.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75960.55 Day 34 9946.04 91-180 Days A-1-Q 4405.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17088.04 Day 34 883.00 91-180 Days A-2-Q 558.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105196.97 Day 34 8188.36 <30 Days A-3-Q 7957.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102335.64 Day 34 8506.26 91-180 Days A-4-Q 15325.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1790.83 Day 34 19.78 Open A-5-Q 237.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1887.50 Day 34 54.79 Open CB-1-Q 191.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18054.47 Day 34 2162.50 Open CB-2-Q 692.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47316.15 Day 34 3604.25 30-90 Days S-1-Q 804.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104913.31 Day 34 14306.13 <30 Days S-2-Q 20558.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45470.57 Day 34 2349.93 <30 Days S-3-Q 7390.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93257.20 Day 34 11610.17 Open S-4-Q 2147.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106115.92 Day 34 12390.48 30-90 Days CB-3-Q 3619.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82308.90 Day 34 11420.84 30-90 Days G-1-Q 10118.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23838.64 Day 34 1036.16 30-90 Days G-2-Q 2498.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99660.46 Day 34 4768.09 30-90 Days G-3-Q 9084.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96754.26 Day 34 5842.32 <30 Days S-5-Q 13807.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80598.56 Day 34 1745.92 Open S-6-Q 13120.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100481.45 Day 34 12347.95 91-180 Days S-7-Q 2843.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80730.12 Day 34 10713.52 30-90 Days E-1-Q 8118.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35860.71 Day 34 998.34 <30 Days E-2-Q 2465.30 No Operations