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 96682.13 61 - 67 Days 1058.58 Open A-2 12737.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108757.55 61 - 67 Days 13533.86 Open A-3 6151.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97371.41 61 - 67 Days 12387.91 91-180 Days A-4 16620.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63983.62 61 - 67 Days 8129.60 <30 Days A-5 10874.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100084.28 61 - 67 Days 13073.81 <30 Days CB-1 9774.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13564.00 61 - 67 Days 1007.90 Open CB-2 1958.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6313.94 61 - 67 Days 922.53 Open CB-3 611.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53411.57 61 - 67 Days 2129.96 <30 Days E-1 501.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88339.21 61 - 67 Days 7038.50 91-180 Days E-2 2826.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11521.95 61 - 67 Days 0.83 30-90 Days G-1 1926.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81151.98 61 - 67 Days 6913.99 30-90 Days G-2 14475.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67632.85 61 - 67 Days 7285.58 91-180 Days G-3 4761.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43926.06 61 - 67 Days 6218.68 Open IG-1 609.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88211.18 61 - 67 Days 8845.85 <30 Days IG-2 11585.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102022.61 61 - 67 Days 6814.18 <30 Days S-1 18256.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65274.51 61 - 67 Days 7282.55 <30 Days S-2 10485.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35517.26 61 - 67 Days 612.66 30-90 Days S-3 1535.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27186.84 61 - 67 Days 364.11 30-90 Days S-4 4181.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62514.09 61 - 67 Days 1360.81 Open S-5 10118.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35158.05 61 - 67 Days 4050.38 91-180 Days S-6 2437.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11192.03 61 - 67 Days 612.84 30-90 Days S-7 141.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52039.51 68 - 74 Days 3008.78 30-90 Days A-0-Q 9737.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20696.38 68 - 74 Days 1170.38 Open A-1-Q 1586.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25329.64 68 - 74 Days 603.88 91-180 Days A-2-Q 4583.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22991.37 68 - 74 Days 1054.44 <30 Days A-3-Q 1424.54 No Risk Management