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 No 11365.64 75 - 82 Days 697.19 <30 Days Y-3 1448.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83075.20 75 - 82 Days 8033.41 30-90 Days Y-4 10592.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55198.57 75 - 82 Days 4582.65 <30 Days Z-1 2286.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67141.91 75 - 82 Days 9036.45 91-180 Days A-2 10751.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90434.53 75 - 82 Days 2283.59 Open A-3 6430.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62243.04 75 - 82 Days 6464.50 30-90 Days A-4 7911.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30511.21 75 - 82 Days 3524.92 <30 Days A-5 2219.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36688.78 75 - 82 Days 3082.14 <30 Days CB-1 1927.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75837.51 75 - 82 Days 4639.97 91-180 Days CB-2 114.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79782.02 75 - 82 Days 2099.69 30-90 Days CB-3 9104.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71333.09 75 - 82 Days 906.00 30-90 Days E-1 635.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83959.92 75 - 82 Days 11264.84 <30 Days E-2 12992.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87451.57 75 - 82 Days 6364.80 Open G-1 1016.32 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8835.79 75 - 82 Days 895.58 30-90 Days G-2 1002.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43221.87 75 - 82 Days 5519.66 91-180 Days G-3 6500.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26663.68 75 - 82 Days 3344.58 91-180 Days IG-1 1652.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21651.59 75 - 82 Days 1499.43 Open IG-2 3354.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1638.16 75 - 82 Days 170.45 <30 Days S-1 237.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30431.14 75 - 82 Days 2693.69 <30 Days S-2 1060.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98951.89 75 - 82 Days 11388.85 Open S-3 2182.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56926.19 75 - 82 Days 1209.08 Open S-4 10267.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12106.45 75 - 82 Days 1685.92 91-180 Days S-5 179.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9567.50 75 - 82 Days 539.81 91-180 Days S-6 767.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25305.76 75 - 82 Days 3640.41 <30 Days S-7 514.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97368.30 83 - 90 Days 13717.29 91-180 Days A-0-Q 5518.16 Yes Liberty Wealth Management LLC Operations