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 53244.49 Day 38 6568.27 91-180 Days G-3-Q 495.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42899.14 Day 38 5163.89 <30 Days S-5-Q 5771.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14204.34 Day 38 1671.47 30-90 Days S-6-Q 2503.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61192.84 Day 38 1294.91 <30 Days S-7-Q 4172.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107193.57 Day 38 637.96 30-90 Days E-1-Q 18943.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71507.02 Day 38 6570.17 <30 Days E-2-Q 818.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44949.54 Day 38 6133.72 Open IG-1-Q 3004.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92885.68 Day 38 10736.88 91-180 Days IG-2-Q 18400.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86507.39 Day 38 7492.10 30-90 Days C-1 12276.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107685.06 Day 38 3672.42 91-180 Days CB-4 1150.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75342.24 Day 38 9939.07 <30 Days E-10 10910.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92237.51 Day 38 7522.30 <30 Days E-3 8736.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111312.52 Day 38 13198.10 <30 Days E-4 21557.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105312.10 Day 38 6171.45 Open E-5 1274.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106192.01 Day 38 3305.23 30-90 Days E-6 13959.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111757.60 Day 38 11825.81 91-180 Days E-7 6400.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87590.73 Day 38 12600.81 91-180 Days E-8 1137.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88077.04 Day 38 3058.42 91-180 Days E-9 11185.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47563.30 Day 38 4078.78 30-90 Days G-4 7178.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47871.20 Day 38 3450.36 <30 Days IG-3 2110.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106075.63 Day 38 4120.47 30-90 Days IG-4 8761.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56463.09 Day 38 4297.22 30-90 Days IG-5 8022.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99830.84 Day 38 359.51 91-180 Days IG-6 2166.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89812.72 Day 38 8911.80 <30 Days IG-7 8017.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20689.57 Day 38 2871.63 91-180 Days IG-8 3998.95 No Operations