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 97987.14 271 - 364 Days 10251.67 <30 Days E-8 6651.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45604.32 271 - 364 Days 463.35 <30 Days E-9 5026.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60669.35 271 - 364 Days 6366.15 30-90 Days G-4 3725.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69146.96 271 - 364 Days 3482.27 30-90 Days IG-3 10015.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56254.84 271 - 364 Days 8398.73 91-180 Days IG-4 6002.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72406.78 271 - 364 Days 1325.82 91-180 Days IG-5 8387.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105209.07 271 - 364 Days 10083.91 <30 Days IG-6 20783.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100578.17 271 - 364 Days 8798.77 30-90 Days IG-7 1848.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84399.74 271 - 364 Days 12248.27 91-180 Days IG-8 985.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73363.01 271 - 364 Days 1313.43 30-90 Days L-1 9460.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85619.10 271 - 364 Days 3035.27 91-180 Days L-10 15816.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37105.82 271 - 364 Days 950.01 <30 Days L-11 550.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45168.72 271 - 364 Days 6287.35 <30 Days L-2 8190.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30417.82 271 - 364 Days 1841.17 30-90 Days L-3 189.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59123.16 271 - 364 Days 2783.13 30-90 Days L-4 5002.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87919.58 271 - 364 Days 5709.37 30-90 Days L-5 15834.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44707.36 271 - 364 Days 5945.45 30-90 Days L-6 3499.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14607.41 271 - 364 Days 329.74 91-180 Days L-7 2221.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18571.68 271 - 364 Days 1364.34 <30 Days L-8 1979.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38456.62 271 - 364 Days 1700.83 91-180 Days L-9 4603.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76889.88 271 - 364 Days 67.12 91-180 Days LC-1 10006.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32252.80 271 - 364 Days 3678.40 91-180 Days LC-2 6374.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7143.77 271 - 364 Days 682.55 Open N-1 959.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42890.46 271 - 364 Days 1587.76 Open N-2 8371.72 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109971.24 271 - 364 Days 15032.67 Open N-3 8185.15 Yes Liberty Capital Markets Inc. Legal