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 39415.23 Day 47 5071.10 Open G-2-Q 6481.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51310.33 Day 47 2465.74 <30 Days G-3-Q 3670.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80895.70 Day 47 9579.38 Open S-5-Q 8230.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15676.28 Day 47 1723.68 91-180 Days S-6-Q 661.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85620.41 Day 47 11532.50 30-90 Days S-7-Q 3290.60 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53585.99 Day 47 5335.60 91-180 Days E-1-Q 9335.48 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112912.45 Day 47 7494.51 <30 Days E-2-Q 5073.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52095.08 Day 47 3522.52 <30 Days IG-1-Q 10365.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110513.84 Day 47 501.38 30-90 Days IG-2-Q 5036.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56259.01 Day 47 1166.17 Open C-1 6271.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82836.87 Day 47 2282.54 <30 Days CB-4 2126.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95423.92 Day 47 1120.66 <30 Days E-10 7541.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31904.26 Day 47 2294.89 Open E-3 1566.03 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37216.30 Day 47 5406.05 Open E-4 2252.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78169.17 Day 47 4346.13 Open E-5 12633.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108175.67 Day 47 944.22 30-90 Days E-6 19637.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95328.70 Day 47 8692.63 <30 Days E-7 6239.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21903.75 Day 47 1350.53 30-90 Days E-8 2215.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110976.87 Day 47 7144.23 Open E-9 4662.45 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54077.26 Day 47 3047.80 91-180 Days G-4 722.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50593.84 Day 47 1416.24 <30 Days IG-3 4998.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13218.11 Day 47 816.17 Open IG-4 959.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21277.74 Day 47 359.51 30-90 Days IG-5 296.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61164.94 Day 47 8304.05 30-90 Days IG-6 8991.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73705.62 Day 47 4256.22 <30 Days IG-7 13967.92 Yes Liberty Capital Markets Inc. Risk Management