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 59377.85 Day 52 8834.05 30-90 Days A-3 11048.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49445.77 Day 52 5467.45 30-90 Days A-4 7626.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48032.10 Day 52 303.85 30-90 Days A-5 2823.84 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74643.03 Day 52 273.90 91-180 Days CB-1 6031.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48533.36 Day 52 259.68 Open CB-2 8043.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103437.13 Day 52 13542.87 30-90 Days CB-3 10289.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78145.66 Day 52 4727.74 30-90 Days E-1 2939.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39760.35 Day 52 807.55 <30 Days E-2 4837.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37693.40 Day 52 1301.25 Open G-1 3541.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101121.53 Day 52 8644.54 Open G-2 6029.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4813.00 Day 52 172.14 30-90 Days G-3 383.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10445.68 Day 52 385.30 91-180 Days IG-1 1845.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22095.66 Day 52 724.50 91-180 Days IG-2 3704.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112415.97 Day 52 812.92 <30 Days S-1 5748.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92866.70 Day 52 8201.25 <30 Days S-2 6315.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71301.73 Day 52 4440.86 Open S-3 789.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20118.13 Day 52 1042.93 91-180 Days S-4 1241.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59072.56 Day 52 5255.41 Open S-5 6949.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71586.23 Day 52 1800.60 30-90 Days S-6 7533.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66756.50 Day 52 1850.82 <30 Days S-7 11626.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56091.20 Day 53 2613.49 <30 Days A-0-Q 8517.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29404.15 Day 53 873.54 Open A-1-Q 1997.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12008.13 Day 53 1079.60 <30 Days A-2-Q 1113.34 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94279.56 Day 53 12042.25 30-90 Days A-3-Q 2366.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76454.85 Day 53 4674.75 <30 Days A-4-Q 3439.14 Yes Liberty International Finance Ltd. Legal