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 971.19 Day 39 60.31 91-180 Days E-3 69.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76451.91 Day 39 4763.20 <30 Days E-4 10220.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109119.80 Day 39 14248.90 Open E-5 17483.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52357.11 Day 39 3391.51 Open E-6 288.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38748.56 Day 39 556.07 Open E-7 5245.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21654.08 Day 39 1497.17 30-90 Days E-8 3823.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41276.88 Day 39 4902.15 30-90 Days E-9 8079.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19741.21 Day 39 80.96 30-90 Days G-4 3149.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46371.96 Day 39 3192.08 <30 Days IG-3 4710.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73155.13 Day 39 5420.55 30-90 Days IG-4 5293.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67615.80 Day 39 6514.08 30-90 Days IG-5 13290.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33373.62 Day 39 17.62 91-180 Days IG-6 675.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4182.37 Day 39 487.67 91-180 Days IG-7 550.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57638.74 Day 39 5882.65 91-180 Days IG-8 2610.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76562.93 Day 39 10937.86 30-90 Days L-1 3665.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107177.03 Day 39 533.38 30-90 Days L-10 4492.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98640.66 Day 39 8479.86 Open L-11 2334.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3150.89 Day 39 238.44 <30 Days L-2 498.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10959.43 Day 39 1312.74 91-180 Days L-3 1019.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101555.55 Day 39 5158.82 <30 Days L-4 6682.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11589.82 Day 39 656.76 30-90 Days L-5 800.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41497.21 Day 39 5865.54 30-90 Days L-6 6392.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40444.05 Day 39 3955.47 30-90 Days L-7 1168.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78914.60 Day 39 10595.02 91-180 Days L-8 631.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95663.41 Day 39 10877.28 91-180 Days L-9 7980.63 Yes Liberty International Finance Ltd. Legal