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 95183.10 91 - 120 Days 3150.15 91-180 Days S-8 16292.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83234.07 91 - 120 Days 6447.64 <30 Days Y-1 7214.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55950.52 91 - 120 Days 1564.71 30-90 Days Y-2 6150.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105559.71 91 - 120 Days 3860.14 30-90 Days Y-3 7540.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52873.02 91 - 120 Days 7280.15 30-90 Days Y-4 2485.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41619.47 91 - 120 Days 4198.32 91-180 Days Z-1 2189.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8017.72 91 - 120 Days 636.09 91-180 Days A-2 107.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1169.76 91 - 120 Days 141.61 30-90 Days A-3 122.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7378.33 91 - 120 Days 345.04 <30 Days A-4 291.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20169.68 91 - 120 Days 815.07 91-180 Days A-5 354.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14639.44 91 - 120 Days 2005.99 <30 Days CB-1 2608.07 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36990.97 91 - 120 Days 2081.00 <30 Days CB-2 6385.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91939.52 91 - 120 Days 6093.63 Open CB-3 17590.09 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30807.98 91 - 120 Days 2203.14 91-180 Days E-1 5145.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97925.64 91 - 120 Days 13778.06 30-90 Days E-2 5802.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90579.98 91 - 120 Days 8764.11 Open G-1 1208.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3348.25 91 - 120 Days 317.82 Open G-2 543.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36030.03 91 - 120 Days 1223.66 30-90 Days G-3 4137.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 427.40 91 - 120 Days 62.99 <30 Days IG-1 31.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86884.65 91 - 120 Days 6746.90 30-90 Days IG-2 2374.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18511.59 91 - 120 Days 2413.52 91-180 Days S-1 402.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45193.00 91 - 120 Days 3950.16 30-90 Days S-2 8746.10 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45811.34 91 - 120 Days 5277.50 <30 Days S-3 4032.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85429.23 91 - 120 Days 2974.36 <30 Days S-4 5228.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18366.03 91 - 120 Days 1021.01 91-180 Days S-5 1267.79 No Operations