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 106548.28 Day 59 12774.95 <30 Days L-5 6983.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74266.37 Day 59 9141.51 30-90 Days L-6 9185.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41767.47 Day 59 5755.72 <30 Days L-7 5791.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41856.54 Day 59 1813.82 30-90 Days L-8 4064.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95893.74 Day 59 11620.96 30-90 Days L-9 7326.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105512.69 Day 59 4456.61 30-90 Days LC-1 18906.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108754.87 Day 59 521.74 30-90 Days LC-2 19944.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44529.26 Day 59 2708.75 <30 Days N-1 2877.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24877.95 Day 59 707.82 Open N-2 3732.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49273.26 Day 59 6787.04 <30 Days N-3 3747.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88499.54 Day 59 11999.36 Open N-4 4325.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57839.03 Day 59 1293.26 <30 Days N-5 5214.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23554.58 Day 59 212.29 30-90 Days N-6 1302.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25816.32 Day 59 3612.62 <30 Days N-7 2206.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30145.32 Day 59 713.22 <30 Days P-1 3491.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105291.45 Day 59 6255.79 <30 Days P-2 9538.17 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92916.76 Day 59 7146.52 91-180 Days S-8 9636.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59291.89 Day 59 2514.73 30-90 Days Y-1 407.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93029.00 Day 59 8339.94 30-90 Days Y-2 13733.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79902.93 Day 59 2295.79 91-180 Days Y-3 1832.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93500.05 Day 59 13853.51 30-90 Days Y-4 16395.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78783.61 Day 59 4437.33 91-180 Days Z-1 3199.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105511.06 Day 59 1106.27 <30 Days A-2 17297.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91462.75 Day 59 199.67 Open A-3 3018.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48521.13 Day 59 4959.74 91-180 Days A-4 985.25 No Finance