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 35696.67 Day 49 4424.66 91-180 Days IG-5 3287.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64555.80 Day 49 1058.21 <30 Days IG-6 7284.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9211.54 Day 49 1269.49 30-90 Days IG-7 536.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81564.37 Day 49 4689.76 <30 Days IG-8 7025.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96801.77 Day 49 12239.88 91-180 Days L-1 6589.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98885.71 Day 49 8411.47 30-90 Days L-10 8660.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88001.47 Day 49 9949.80 Open L-11 3098.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54965.27 Day 49 3349.38 30-90 Days L-2 10516.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54872.99 Day 49 5477.24 91-180 Days L-3 7412.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14718.47 Day 49 921.40 91-180 Days L-4 186.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65872.97 Day 49 3758.54 30-90 Days L-5 7717.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76932.55 Day 49 3299.64 30-90 Days L-6 9461.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106236.73 Day 49 3684.44 91-180 Days L-7 8699.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46931.89 Day 49 1612.70 30-90 Days L-8 8272.89 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33651.29 Day 49 1035.05 30-90 Days L-9 4230.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78744.76 Day 49 3503.49 Open LC-1 7879.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41715.16 Day 49 5794.73 91-180 Days LC-2 2366.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80960.15 Day 49 639.18 Open N-1 14770.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101968.54 Day 49 4661.65 <30 Days N-2 1072.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41695.25 Day 49 720.65 30-90 Days N-3 469.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12627.96 Day 49 857.04 <30 Days N-4 1978.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79925.45 Day 49 7172.87 <30 Days N-5 8174.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88014.78 Day 49 1040.33 91-180 Days N-6 9102.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81852.43 Day 49 7821.51 91-180 Days N-7 6779.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9838.04 Day 49 1042.54 <30 Days P-1 1409.14 No Legal