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 104104.62 Day 49 7957.75 Open S-4-Q 1579.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17733.62 Day 49 1322.57 91-180 Days CB-3-Q 1674.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19989.67 Day 49 519.83 30-90 Days G-1-Q 3735.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96419.28 Day 49 13311.90 <30 Days G-2-Q 2214.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53256.45 Day 49 7683.33 Open G-3-Q 5607.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61564.52 Day 49 1001.56 30-90 Days S-5-Q 5277.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71965.52 Day 49 5475.38 <30 Days S-6-Q 1563.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28724.60 Day 49 4279.61 91-180 Days S-7-Q 465.88 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73296.21 Day 49 9557.98 30-90 Days E-1-Q 10073.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29008.10 Day 49 1400.58 Open E-2-Q 2239.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78778.54 Day 49 8455.30 30-90 Days IG-1-Q 14568.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70314.78 Day 49 3529.64 30-90 Days IG-2-Q 10569.32 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20181.36 Day 49 373.12 30-90 Days C-1 2253.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47068.86 Day 49 5807.79 91-180 Days CB-4 9260.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 985.34 Day 49 94.84 <30 Days E-10 45.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25646.49 Day 49 3193.67 30-90 Days E-3 5124.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14864.06 Day 49 1818.84 <30 Days E-4 397.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51392.91 Day 49 1545.98 30-90 Days E-5 452.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74393.47 Day 49 1097.45 Open E-6 1433.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101526.11 Day 49 8407.85 91-180 Days E-7 10685.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17724.18 Day 49 660.93 <30 Days E-8 3090.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95781.44 Day 49 353.17 Open E-9 10501.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92003.50 Day 49 2419.71 <30 Days G-4 15325.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36106.22 Day 49 797.99 91-180 Days IG-3 1798.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35583.71 Day 49 2875.56 91-180 Days IG-4 428.25 No Risk Management