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 107604.65 Day 34 788.45 30-90 Days L-5 19508.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102806.51 Day 34 14822.27 <30 Days L-6 2178.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86425.83 Day 34 4310.05 <30 Days L-7 7515.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9035.69 Day 34 30.65 91-180 Days L-8 1311.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42037.55 Day 34 1072.24 91-180 Days L-9 3371.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33253.13 Day 34 2281.19 91-180 Days LC-1 1548.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82715.86 Day 34 12376.75 <30 Days LC-2 14062.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30604.87 Day 34 830.74 30-90 Days N-1 1530.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5488.46 Day 34 408.47 30-90 Days N-2 1025.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90013.27 Day 34 23.94 <30 Days N-3 11585.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100786.86 Day 34 7895.91 91-180 Days N-4 7998.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52210.21 Day 34 740.08 <30 Days N-5 762.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 113595.96 Day 34 14391.52 Open N-6 21261.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11603.66 Day 34 701.63 <30 Days N-7 204.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80626.96 Day 34 469.84 30-90 Days P-1 10063.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21682.47 Day 34 1028.64 <30 Days P-2 4152.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111865.12 Day 34 9032.68 <30 Days S-8 5004.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11147.58 Day 34 1324.86 91-180 Days Y-1 2103.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23923.65 Day 34 3060.76 <30 Days Y-2 2408.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102538.77 Day 34 11381.06 Open Y-3 1899.67 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47010.55 Day 34 6352.85 Open Y-4 6201.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49756.26 Day 34 269.47 30-90 Days Z-1 7457.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42479.79 Day 34 4895.13 <30 Days A-2 5682.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62242.30 Day 34 2112.30 91-180 Days A-3 3884.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75654.95 Day 34 4379.24 30-90 Days A-4 5570.76 No Risk Management