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 1811.18 68 - 74 Days 259.68 30-90 Days A-4-Q 74.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106383.44 68 - 74 Days 12588.02 30-90 Days A-5-Q 19228.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74155.04 68 - 74 Days 422.90 30-90 Days CB-1-Q 676.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42012.60 68 - 74 Days 3310.90 <30 Days CB-2-Q 58.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30534.44 68 - 74 Days 2750.05 30-90 Days S-1-Q 4801.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27434.41 68 - 74 Days 3837.24 30-90 Days S-2-Q 4744.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35001.44 68 - 74 Days 3603.00 91-180 Days S-3-Q 6027.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19838.98 68 - 74 Days 704.74 Open S-4-Q 2537.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33604.16 68 - 74 Days 1915.02 Open CB-3-Q 2781.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61768.08 68 - 74 Days 4787.59 <30 Days G-1-Q 7760.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5059.82 68 - 74 Days 120.98 <30 Days G-2-Q 120.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88131.96 68 - 74 Days 5422.07 30-90 Days G-3-Q 15705.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35293.99 68 - 74 Days 3977.10 30-90 Days S-5-Q 769.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26191.07 68 - 74 Days 1322.84 30-90 Days S-6-Q 2942.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23224.75 68 - 74 Days 3170.96 30-90 Days S-7-Q 2914.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72691.26 68 - 74 Days 6073.08 <30 Days E-1-Q 11727.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79708.89 68 - 74 Days 4145.70 Open E-2-Q 15171.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85554.81 68 - 74 Days 136.64 Open IG-1-Q 2478.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20558.16 68 - 74 Days 131.45 30-90 Days IG-2-Q 1240.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108527.06 68 - 74 Days 4190.06 30-90 Days C-1 20132.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72717.45 68 - 74 Days 887.18 Open CB-4 5606.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82182.21 68 - 74 Days 9194.68 <30 Days E-10 15185.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55931.98 68 - 74 Days 141.65 Open E-3 1234.17 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109008.96 68 - 74 Days 4064.59 30-90 Days E-4 17065.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42000.37 68 - 74 Days 6243.51 Open E-5 3892.06 Yes Liberty Capital Markets Inc. Operations