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 94392.37 Day 51 1610.53 91-180 Days N-6 4052.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17156.95 Day 51 1359.47 Open N-7 1482.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73040.43 Day 51 4904.26 30-90 Days P-1 11784.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94443.07 Day 51 7453.74 <30 Days P-2 4162.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9221.64 Day 51 537.47 91-180 Days S-8 1435.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73469.73 Day 51 378.84 91-180 Days Y-1 7571.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3817.91 Day 51 498.62 Open Y-2 576.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83888.22 Day 51 3627.49 <30 Days Y-3 14017.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34946.15 Day 51 1093.82 Open Y-4 5157.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72039.69 Day 51 10114.96 30-90 Days Z-1 2955.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83734.70 Day 51 1186.80 30-90 Days A-2 14374.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47092.22 Day 51 6081.32 <30 Days A-3 3984.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108625.76 Day 51 3849.64 Open A-4 18404.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77634.39 Day 51 4024.61 <30 Days A-5 12603.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82472.48 Day 51 4688.41 <30 Days CB-1 15789.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64356.44 Day 51 1234.17 <30 Days CB-2 4978.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99777.88 Day 51 11123.57 91-180 Days CB-3 19020.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87345.01 Day 51 8526.20 Open E-1 15041.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86603.69 Day 51 11736.03 91-180 Days E-2 10893.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42636.97 Day 51 2845.29 30-90 Days G-1 6106.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27351.21 Day 51 3875.62 Open G-2 583.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57051.29 Day 51 6366.30 <30 Days G-3 9709.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67118.31 Day 51 7551.91 <30 Days IG-1 10520.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84800.38 Day 51 5169.35 30-90 Days IG-2 12115.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109513.31 Day 51 13050.97 91-180 Days S-1 13058.63 Yes Liberty International Finance Ltd. Operations