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 7572.03 Day 34 760.67 91-180 Days IG-1-Q 320.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99568.28 Day 34 9581.63 <30 Days IG-2-Q 6075.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82942.49 Day 34 7759.46 Open C-1 13103.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54718.08 Day 34 4170.22 30-90 Days CB-4 8892.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110830.43 Day 34 16048.64 91-180 Days E-10 6581.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52512.22 Day 34 5548.83 Open E-3 4467.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47939.92 Day 34 3592.54 91-180 Days E-4 7010.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1076.28 Day 34 5.05 Open E-5 142.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83606.50 Day 34 2312.40 91-180 Days E-6 8030.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30283.90 Day 34 3261.23 91-180 Days E-7 1762.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25945.30 Day 34 2965.51 <30 Days E-8 1470.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57516.07 Day 34 5864.88 30-90 Days E-9 1012.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55376.23 Day 34 6130.02 30-90 Days G-4 2951.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112392.25 Day 34 3489.14 Open IG-3 15155.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110426.88 Day 34 12026.18 Open IG-4 34.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111725.52 Day 34 4270.91 30-90 Days IG-5 6012.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75027.99 Day 34 8936.57 <30 Days IG-6 8360.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19467.50 Day 34 440.43 30-90 Days IG-7 1659.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42017.89 Day 34 685.26 91-180 Days IG-8 2026.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26576.24 Day 34 1249.24 91-180 Days L-1 4012.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63720.59 Day 34 7907.31 91-180 Days L-10 8951.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82668.98 Day 34 2835.13 <30 Days L-11 5566.54 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104751.89 Day 34 7635.17 91-180 Days L-2 8658.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24982.86 Day 34 2780.03 91-180 Days L-3 2249.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68019.60 Day 34 3110.38 91-180 Days L-4 5947.75 Yes Liberty International Finance Ltd. Treasury