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 23062.21 Day 36 1532.71 91-180 Days A-2 3556.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7186.10 Day 36 550.85 30-90 Days A-3 969.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63916.63 Day 36 2290.00 <30 Days A-4 1150.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109005.62 Day 36 8808.83 91-180 Days A-5 20914.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17824.26 Day 36 2121.20 <30 Days CB-1 1991.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88157.96 Day 36 8801.85 Open CB-2 6774.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56422.40 Day 36 4782.82 91-180 Days CB-3 1030.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76443.58 Day 36 6703.51 91-180 Days E-1 5396.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1086.90 Day 36 95.93 <30 Days E-2 187.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107211.88 Day 36 7945.07 <30 Days G-1 5039.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61384.60 Day 36 5560.09 30-90 Days G-2 8919.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35441.18 Day 36 716.00 Open G-3 4279.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94651.40 Day 36 13438.60 30-90 Days IG-1 17288.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26587.62 Day 36 3945.84 <30 Days IG-2 3540.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66004.86 Day 36 9643.53 30-90 Days S-1 2385.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62592.93 Day 36 3373.52 Open S-2 9053.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83550.32 Day 36 735.17 91-180 Days S-3 4042.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86899.15 Day 36 1561.27 30-90 Days S-4 9293.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25956.65 Day 36 3116.01 Open S-5 1940.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66426.33 Day 36 3564.39 30-90 Days S-6 5506.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23663.99 Day 36 1075.09 91-180 Days S-7 3942.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54605.25 Day 37 7924.16 30-90 Days A-0-Q 9464.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98147.57 Day 37 2332.35 Open A-1-Q 14846.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26696.05 Day 37 50.10 91-180 Days A-2-Q 2330.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37000.81 Day 37 2581.01 30-90 Days A-3-Q 4766.84 Yes Liberty International Finance Ltd. Finance