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 17921.35 Day 55 858.79 Open G-1 2818.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67874.75 Day 55 1789.66 <30 Days G-2 10738.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20134.39 Day 55 471.29 30-90 Days G-3 180.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21792.87 Day 55 2038.69 91-180 Days IG-1 199.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9487.05 Day 55 915.57 91-180 Days IG-2 1481.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81466.55 Day 55 10751.18 91-180 Days S-1 16010.73 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20199.93 Day 55 1494.80 30-90 Days S-2 1029.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22540.06 Day 55 1081.40 Open S-3 110.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106988.37 Day 55 14636.67 30-90 Days S-4 7006.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77336.20 Day 55 564.19 30-90 Days S-5 11125.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95893.85 Day 55 1955.67 <30 Days S-6 2124.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28555.29 Day 55 228.52 <30 Days S-7 3741.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18161.03 Day 56 1562.65 91-180 Days A-0-Q 1042.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18581.56 Day 56 2652.80 30-90 Days A-1-Q 3485.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79736.61 Day 56 11797.93 <30 Days A-2-Q 3526.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67255.05 Day 56 7576.84 91-180 Days A-3-Q 2564.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14239.49 Day 56 456.96 Open A-4-Q 2186.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107579.06 Day 56 1952.18 Open A-5-Q 8727.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21872.55 Day 56 2869.06 91-180 Days CB-1-Q 4353.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15491.48 Day 56 2202.78 <30 Days CB-2-Q 1713.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45328.42 Day 56 4299.39 91-180 Days S-1-Q 5405.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2606.70 Day 56 386.77 Open S-2-Q 401.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60479.20 Day 56 3093.88 <30 Days S-3-Q 7065.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100121.22 Day 56 2802.39 30-90 Days S-4-Q 16699.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13677.22 Day 56 1240.24 <30 Days CB-3-Q 2499.01 Yes Liberty International Finance Ltd. Operations