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 9959.89 271 - 364 Days 186.56 <30 Days CB-1-Q 1730.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106411.70 271 - 364 Days 7794.43 91-180 Days CB-2-Q 20820.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10272.54 271 - 364 Days 942.38 Open S-1-Q 1292.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59512.03 271 - 364 Days 5312.44 30-90 Days S-2-Q 933.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74221.88 271 - 364 Days 7629.18 <30 Days S-3-Q 2936.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28411.16 271 - 364 Days 2120.41 91-180 Days S-4-Q 4507.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106461.22 271 - 364 Days 11844.15 30-90 Days CB-3-Q 5893.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61243.14 271 - 364 Days 7904.72 91-180 Days G-1-Q 7414.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48071.44 271 - 364 Days 2959.81 91-180 Days G-2-Q 5736.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83135.38 271 - 364 Days 11392.83 Open G-3-Q 4966.68 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90027.68 271 - 364 Days 4592.28 <30 Days S-5-Q 343.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113541.96 271 - 364 Days 6014.25 Open S-6-Q 16489.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95586.78 271 - 364 Days 2922.27 91-180 Days S-7-Q 11170.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14506.99 271 - 364 Days 104.13 <30 Days E-1-Q 1039.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101354.29 271 - 364 Days 1763.51 91-180 Days E-2-Q 6836.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4332.32 271 - 364 Days 69.01 Open IG-1-Q 194.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13739.25 271 - 364 Days 1821.77 30-90 Days IG-2-Q 159.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23735.74 271 - 364 Days 2493.17 30-90 Days C-1 4264.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15432.67 271 - 364 Days 2263.73 91-180 Days CB-4 831.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70646.09 271 - 364 Days 10426.17 Open E-10 4109.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24412.11 271 - 364 Days 2611.37 91-180 Days E-3 4836.30 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34387.44 271 - 364 Days 5089.87 91-180 Days E-4 1084.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1492.42 271 - 364 Days 89.31 91-180 Days E-5 197.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24020.08 271 - 364 Days 3217.05 30-90 Days E-6 2259.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73083.40 271 - 364 Days 7736.54 30-90 Days E-7 6536.62 Yes Liberty International Finance Ltd. Treasury