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 113461.72 180 - 270 Days 41.50 30-90 Days E-2-Q 9605.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57859.06 180 - 270 Days 5442.45 30-90 Days IG-1-Q 119.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35732.13 180 - 270 Days 4464.08 <30 Days IG-2-Q 4673.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83067.92 180 - 270 Days 9229.63 30-90 Days C-1 12563.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 680.18 180 - 270 Days 26.15 91-180 Days CB-4 72.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47956.41 180 - 270 Days 5541.31 91-180 Days E-10 9389.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67805.42 180 - 270 Days 7066.88 Open E-3 10737.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46286.82 180 - 270 Days 6071.32 Open E-4 7752.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5388.08 180 - 270 Days 157.51 Open E-5 43.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97127.35 180 - 270 Days 10155.31 91-180 Days E-6 7377.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33802.79 180 - 270 Days 4916.88 30-90 Days E-7 5788.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23657.64 180 - 270 Days 26.02 91-180 Days E-8 1376.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22653.31 180 - 270 Days 1623.06 30-90 Days E-9 4267.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10294.55 180 - 270 Days 968.80 <30 Days G-4 89.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66918.58 180 - 270 Days 3059.92 30-90 Days IG-3 12353.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57918.09 180 - 270 Days 1673.46 <30 Days IG-4 8739.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35097.32 180 - 270 Days 4456.46 30-90 Days IG-5 4754.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103493.70 180 - 270 Days 12312.26 91-180 Days IG-6 5362.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3852.64 180 - 270 Days 126.31 91-180 Days IG-7 417.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89823.98 180 - 270 Days 179.37 91-180 Days IG-8 15454.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94757.41 180 - 270 Days 9526.69 91-180 Days L-1 6434.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112017.62 180 - 270 Days 5632.54 30-90 Days L-10 7457.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86813.01 180 - 270 Days 975.62 30-90 Days L-11 5034.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73000.59 180 - 270 Days 2522.08 91-180 Days L-2 992.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59108.43 180 - 270 Days 5480.92 91-180 Days L-3 11808.72 No Risk Management