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 38394.05 Day 46 3453.18 91-180 Days G-2 4684.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8024.94 Day 46 455.91 <30 Days G-3 1272.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109621.42 Day 46 12272.96 Open IG-1 9447.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37338.33 Day 46 117.96 <30 Days IG-2 6319.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12653.92 Day 46 684.18 <30 Days S-1 2329.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50659.03 Day 46 4312.69 91-180 Days S-2 2372.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48724.43 Day 46 7037.88 <30 Days S-3 5169.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3669.08 Day 46 188.12 <30 Days S-4 681.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76982.60 Day 46 9056.48 30-90 Days S-5 11931.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72237.34 Day 46 2662.82 <30 Days S-6 11086.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60739.42 Day 46 8089.47 <30 Days S-7 3042.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68873.43 Day 47 4298.66 Open A-0-Q 71.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27191.05 Day 47 484.18 Open A-1-Q 911.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17113.42 Day 47 758.71 <30 Days A-2-Q 1796.11 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68291.10 Day 47 7219.23 30-90 Days A-3-Q 7573.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12197.90 Day 47 377.18 Open A-4-Q 1203.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20762.51 Day 47 580.55 Open A-5-Q 890.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37828.78 Day 47 3019.89 Open CB-1-Q 1150.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65375.03 Day 47 1499.12 30-90 Days CB-2-Q 4351.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85394.88 Day 47 8163.33 <30 Days S-1-Q 11183.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48931.37 Day 47 5331.73 Open S-2-Q 9217.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44458.73 Day 47 5340.96 Open S-3-Q 3868.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88863.70 Day 47 211.91 <30 Days S-4-Q 7188.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111938.78 Day 47 10555.51 30-90 Days CB-3-Q 2551.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75478.45 Day 47 8527.47 91-180 Days G-1-Q 10206.95 Yes Liberty Capital Markets Inc. Risk Management