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 34657.48 Day 56 2890.81 <30 Days Y-1 562.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83925.51 Day 56 1786.93 Open Y-2 3395.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17328.01 Day 56 2426.80 <30 Days Y-3 2635.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37334.03 Day 56 445.94 Open Y-4 1590.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25197.07 Day 56 2092.33 91-180 Days Z-1 4990.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79113.83 Day 56 3375.28 <30 Days A-2 12912.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50359.71 Day 56 5176.87 30-90 Days A-3 5729.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113491.57 Day 56 10096.00 91-180 Days A-4 19213.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54850.12 Day 56 1101.36 Open A-5 6093.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98138.08 Day 56 7462.10 91-180 Days CB-1 3852.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75666.10 Day 56 3216.80 91-180 Days CB-2 3320.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1617.58 Day 56 2.73 30-90 Days CB-3 58.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77343.15 Day 56 4346.51 Open E-1 12147.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3478.84 Day 56 129.61 <30 Days E-2 665.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57012.77 Day 56 3139.89 Open G-1 5267.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98028.94 Day 56 7106.69 Open G-2 10930.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9577.17 Day 56 72.06 30-90 Days G-3 1796.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33108.61 Day 56 345.33 <30 Days IG-1 2540.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102841.07 Day 56 8507.29 Open IG-2 8293.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104157.07 Day 56 5832.06 <30 Days S-1 6159.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109562.92 Day 56 16344.31 30-90 Days S-2 17984.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63326.11 Day 56 8.81 Open S-3 4636.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54263.84 Day 56 472.36 91-180 Days S-4 4339.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112862.51 Day 56 2721.04 Open S-5 13956.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73330.26 Day 56 7609.00 30-90 Days S-6 7908.25 No Operations