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 98363.82 Day 51 5931.05 30-90 Days S-1-Q 16293.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14618.00 Day 51 1954.82 Open S-2-Q 7.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70895.96 Day 51 3088.84 91-180 Days S-3-Q 3405.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97198.72 Day 51 9538.54 30-90 Days S-4-Q 7833.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49628.75 Day 51 4067.76 Open CB-3-Q 8006.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11858.26 Day 51 1371.38 91-180 Days G-1-Q 1555.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28141.22 Day 51 3161.89 30-90 Days G-2-Q 379.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101155.58 Day 51 2933.27 Open G-3-Q 11827.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98840.44 Day 51 8801.39 <30 Days S-5-Q 11145.14 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92537.69 Day 51 4506.82 <30 Days S-6-Q 17226.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61596.82 Day 51 2622.66 Open S-7-Q 9796.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48305.80 Day 51 6835.23 Open E-1-Q 3943.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40084.41 Day 51 4298.43 Open E-2-Q 5408.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77869.84 Day 51 2205.04 Open IG-1-Q 8697.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105140.81 Day 51 8869.90 Open IG-2-Q 20924.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45579.22 Day 51 592.11 30-90 Days C-1 3951.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108250.85 Day 51 12204.12 30-90 Days CB-4 12534.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38403.04 Day 51 3051.31 91-180 Days E-10 172.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29300.20 Day 51 2436.20 Open E-3 3889.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18375.07 Day 51 1710.74 Open E-4 2625.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30645.91 Day 51 2955.30 <30 Days E-5 3770.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29338.90 Day 51 2780.35 91-180 Days E-6 4616.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16243.66 Day 51 1840.11 30-90 Days E-7 48.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79438.89 Day 51 5614.72 91-180 Days E-8 12416.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57825.87 Day 51 6676.81 91-180 Days E-9 6750.45 Yes Liberty Wealth Management LLC Operations