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 107480.16 Day 45 7665.27 91-180 Days Z-1 11291.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33865.96 Day 45 1974.68 <30 Days A-2 6460.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41091.97 Day 45 3313.67 <30 Days A-3 391.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49296.99 Day 45 4520.71 <30 Days A-4 3290.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36221.18 Day 45 2751.13 30-90 Days A-5 6567.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27084.30 Day 45 638.59 30-90 Days CB-1 3928.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53178.53 Day 45 1416.53 Open CB-2 5588.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90132.12 Day 45 736.36 30-90 Days CB-3 15210.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53854.02 Day 45 6504.28 30-90 Days E-1 754.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97941.25 Day 45 4032.54 91-180 Days E-2 8602.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42194.94 Day 45 601.37 <30 Days G-1 1803.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5779.82 Day 45 352.97 Open G-2 853.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32941.44 Day 45 4577.98 <30 Days G-3 350.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51442.05 Day 45 1217.60 <30 Days IG-1 3441.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32119.48 Day 45 879.04 30-90 Days IG-2 824.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78043.60 Day 45 5285.36 30-90 Days S-1 3068.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76163.39 Day 45 9631.48 91-180 Days S-2 1226.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85258.42 Day 45 3748.71 Open S-3 6925.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63414.96 Day 45 6635.79 Open S-4 11853.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48976.62 Day 45 5233.33 Open S-5 9184.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36133.49 Day 45 1441.83 <30 Days S-6 5753.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41245.28 Day 45 4501.51 Open S-7 7917.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50695.29 Day 46 1687.92 <30 Days A-0-Q 5155.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110579.52 Day 46 1240.50 <30 Days A-1-Q 19535.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100795.60 Day 46 7490.86 30-90 Days A-2-Q 14083.55 Yes Liberty Capital Markets Inc. Operations