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 53172.28 Day 53 3876.53 91-180 Days N-3 632.79 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9238.17 Day 53 1211.79 91-180 Days N-4 1345.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77640.14 Day 53 1209.06 30-90 Days N-5 8916.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100257.41 Day 53 7812.61 <30 Days N-6 8880.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90625.75 Day 53 5116.00 <30 Days N-7 9061.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38673.16 Day 53 5044.83 30-90 Days P-1 558.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76480.49 Day 53 2931.38 30-90 Days P-2 4311.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13225.19 Day 53 945.65 <30 Days S-8 2528.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72792.26 Day 53 9280.23 Open Y-1 6771.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110235.79 Day 53 8274.27 91-180 Days Y-2 17422.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32344.92 Day 53 94.34 <30 Days Y-3 2738.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31226.46 Day 53 4493.10 <30 Days Y-4 2893.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76363.42 Day 53 7559.97 <30 Days Z-1 13920.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67447.95 Day 53 6366.88 91-180 Days A-2 9684.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88241.84 Day 53 11175.13 91-180 Days A-3 768.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49097.51 Day 53 5788.35 91-180 Days A-4 2612.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74074.57 Day 53 4171.13 30-90 Days A-5 12131.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106451.85 Day 53 12896.70 91-180 Days CB-1 15367.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22247.31 Day 53 827.34 Open CB-2 639.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60023.59 Day 53 1584.20 30-90 Days CB-3 10363.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13910.60 Day 53 39.66 30-90 Days E-1 1647.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109797.76 Day 53 10873.21 30-90 Days E-2 273.31 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30445.49 Day 53 3403.65 <30 Days G-1 2790.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58551.72 Day 53 4434.91 91-180 Days G-2 9399.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89916.17 Day 53 95.63 91-180 Days G-3 15286.07 Yes Liberty International Finance Ltd. Legal