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 31139.89 Day 42 3447.77 Open S-2-Q 4701.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87431.17 Day 42 6292.57 Open S-3-Q 10326.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31955.93 Day 42 31.10 91-180 Days S-4-Q 432.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58974.55 Day 42 8077.37 91-180 Days CB-3-Q 7957.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104989.04 Day 42 11491.58 <30 Days G-1-Q 9092.20 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34250.47 Day 42 4772.66 91-180 Days G-2-Q 3796.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68223.06 Day 42 4427.10 <30 Days G-3-Q 12109.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26435.38 Day 42 137.81 Open S-5-Q 4796.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75750.17 Day 42 8498.91 <30 Days S-6-Q 2211.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41243.06 Day 42 100.27 91-180 Days S-7-Q 5661.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72979.29 Day 42 10510.39 91-180 Days E-1-Q 12753.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14349.57 Day 42 1549.90 <30 Days E-2-Q 518.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60952.05 Day 42 1630.22 91-180 Days IG-1-Q 10106.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62171.04 Day 42 889.96 Open IG-2-Q 64.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13824.95 Day 42 686.20 <30 Days C-1 1522.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59617.58 Day 42 1774.32 Open CB-4 3384.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8776.12 Day 42 497.43 <30 Days E-10 995.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31167.80 Day 42 41.22 91-180 Days E-3 2058.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50748.81 Day 42 2529.22 <30 Days E-4 3611.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38425.28 Day 42 4485.69 91-180 Days E-5 3376.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89164.58 Day 42 12157.97 91-180 Days E-6 10963.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9899.68 Day 42 1140.53 <30 Days E-7 1975.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84762.43 Day 42 976.15 <30 Days E-8 13913.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25846.70 Day 42 1168.59 91-180 Days E-9 4429.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113184.91 Day 42 16612.55 91-180 Days G-4 22099.78 No Treasury