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 82403.96 Day 53 11694.90 Open A-5-Q 2968.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63512.62 Day 53 9298.48 91-180 Days CB-1-Q 3318.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85110.24 Day 53 5.30 <30 Days CB-2-Q 11650.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32302.57 Day 53 2055.21 91-180 Days S-1-Q 2756.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1656.57 Day 53 219.92 Open S-2-Q 312.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111280.19 Day 53 15251.09 91-180 Days S-3-Q 15331.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90650.60 Day 53 10116.28 91-180 Days S-4-Q 12811.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93309.95 Day 53 2768.88 30-90 Days CB-3-Q 15071.08 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5237.04 Day 53 626.45 Open G-1-Q 387.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109249.46 Day 53 14959.65 Open G-2-Q 8141.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58741.27 Day 53 2586.52 91-180 Days G-3-Q 8757.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85703.71 Day 53 466.35 <30 Days S-5-Q 4126.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15407.49 Day 53 81.50 Open S-6-Q 548.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6605.91 Day 53 372.20 Open S-7-Q 1113.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37370.91 Day 53 2532.53 Open E-1-Q 5949.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100083.12 Day 53 2768.38 30-90 Days E-2-Q 353.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63103.32 Day 53 4956.39 <30 Days IG-1-Q 215.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26022.18 Day 53 2687.26 Open IG-2-Q 4448.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84425.40 Day 53 9398.50 30-90 Days C-1 1620.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102474.95 Day 53 330.66 91-180 Days CB-4 11363.05 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64488.56 Day 53 2670.69 Open E-10 10429.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87159.94 Day 53 44.44 30-90 Days E-3 9431.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112178.72 Day 53 14309.58 91-180 Days E-4 8493.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16012.08 Day 53 2088.73 91-180 Days E-5 1513.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 414.14 Day 53 6.91 <30 Days E-6 36.55 Yes Liberty International Finance Ltd. Operations