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 94966.22 Day 48 12195.26 Open E-1 14726.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14782.76 Day 48 1655.63 91-180 Days E-2 341.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83612.53 Day 48 12530.80 91-180 Days G-1 9536.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55924.97 Day 48 4216.54 30-90 Days G-2 4956.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67540.86 Day 48 3942.41 30-90 Days G-3 5049.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79974.12 Day 48 944.72 91-180 Days IG-1 11751.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9914.26 Day 48 640.09 <30 Days IG-2 1065.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104236.34 Day 48 12640.87 30-90 Days S-1 12021.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62379.93 Day 48 4379.46 30-90 Days S-2 1358.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56531.10 Day 48 5694.48 Open S-3 2400.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99659.63 Day 48 3796.67 Open S-4 18020.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33875.82 Day 48 3455.30 30-90 Days S-5 587.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62971.03 Day 48 3801.50 30-90 Days S-6 2892.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90307.80 Day 48 300.99 30-90 Days S-7 2641.88 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111885.79 Day 49 15773.46 91-180 Days A-0-Q 4463.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12501.83 Day 49 1541.25 Open A-1-Q 806.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71317.60 Day 49 9148.34 <30 Days A-2-Q 14021.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15128.76 Day 49 1986.79 Open A-3-Q 711.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82374.48 Day 49 3494.87 30-90 Days A-4-Q 8311.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95474.72 Day 49 12385.95 <30 Days A-5-Q 10991.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14953.09 Day 49 1860.03 30-90 Days CB-1-Q 945.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18168.41 Day 49 1443.08 Open CB-2-Q 2374.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98609.19 Day 49 6202.09 <30 Days S-1-Q 12442.98 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85343.60 Day 49 12683.87 <30 Days S-2-Q 638.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97101.20 Day 49 2726.95 <30 Days S-3-Q 12813.75 Yes Liberty International Finance Ltd. Legal