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 5215.04 Day 36 77.38 91-180 Days L-2 385.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1378.68 Day 36 191.68 Open L-3 23.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110090.39 Day 36 901.89 91-180 Days L-4 2269.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106239.85 Day 36 14987.31 Open L-5 5186.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98203.92 Day 36 2205.19 <30 Days L-6 11483.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78743.40 Day 36 7850.48 30-90 Days L-7 11917.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71553.10 Day 36 2541.32 30-90 Days L-8 8115.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83029.22 Day 36 5396.55 <30 Days L-9 2406.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38313.08 Day 36 113.96 91-180 Days LC-1 517.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72586.47 Day 36 5965.73 <30 Days LC-2 10833.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102993.99 Day 36 11741.66 30-90 Days N-1 3387.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30603.65 Day 36 3935.23 Open N-2 588.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112860.34 Day 36 7924.07 <30 Days N-3 17291.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112629.96 Day 36 1646.45 30-90 Days N-4 13797.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31516.44 Day 36 3252.70 <30 Days N-5 807.09 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51251.89 Day 36 6302.11 Open N-6 9540.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2829.27 Day 36 13.47 91-180 Days N-7 59.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49773.88 Day 36 5058.78 Open P-1 7167.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13789.25 Day 36 823.09 91-180 Days P-2 239.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83022.40 Day 36 10247.15 <30 Days S-8 14381.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29602.26 Day 36 595.99 <30 Days Y-1 4735.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93675.76 Day 36 2579.29 91-180 Days Y-2 3490.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63157.16 Day 36 5281.60 30-90 Days Y-3 4916.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104293.98 Day 36 2844.36 91-180 Days Y-4 13664.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98874.92 Day 36 14622.75 Open Z-1 11230.27 Yes Liberty International Finance Ltd. Finance