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 66532.92 Day 59 8217.42 Open A-5 1496.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76786.60 Day 59 4736.68 Open CB-1 8894.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8691.59 Day 59 343.23 91-180 Days CB-2 572.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103821.83 Day 59 8482.59 30-90 Days CB-3 5333.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59301.66 Day 59 3244.25 Open E-1 4285.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48209.18 Day 59 1255.36 91-180 Days E-2 6339.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59310.87 Day 59 190.35 91-180 Days G-1 11376.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59691.82 Day 59 1415.49 91-180 Days G-2 6124.20 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13348.70 Day 59 979.33 30-90 Days G-3 2252.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13783.31 Day 59 582.71 91-180 Days IG-1 2720.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40728.58 Day 59 3854.00 <30 Days IG-2 7227.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77359.71 Day 59 7643.26 91-180 Days S-1 5209.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84482.36 Day 59 807.20 Open S-2 5509.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52716.73 Day 59 7299.92 30-90 Days S-3 3882.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35750.43 Day 59 602.03 Open S-4 6437.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71631.23 Day 59 5291.63 30-90 Days S-5 11446.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14429.43 Day 59 484.29 91-180 Days S-6 899.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 323.87 Day 59 36.13 <30 Days S-7 61.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103209.05 Day 60 729.36 30-90 Days A-0-Q 15067.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72189.12 Day 60 2109.04 30-90 Days A-1-Q 8136.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88581.90 Day 60 11235.44 <30 Days A-2-Q 369.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38341.44 Day 60 1222.60 30-90 Days A-3-Q 3973.22 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42432.86 Day 60 3392.45 Open A-4-Q 2451.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57240.46 Day 60 7158.64 91-180 Days A-5-Q 2720.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24496.68 Day 60 2167.10 Open CB-1-Q 873.33 No Risk Management