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 Bank Yes 112991.14 Day 21 4714.02 Open P-2 10075.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112253.74 Day 21 5419.17 30-90 Days S-8 20896.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18015.39 Day 21 1293.48 91-180 Days Y-1 803.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25252.28 Day 21 299.51 Open Y-2 4188.51 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91833.24 Day 21 9467.74 30-90 Days Y-3 4384.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78796.72 Day 21 7445.95 91-180 Days Y-4 5584.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100341.63 Day 21 6057.81 <30 Days Z-1 3034.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62941.48 Day 21 1995.73 30-90 Days A-2 7413.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22475.17 Day 21 1041.32 30-90 Days A-3 805.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75009.87 Day 21 8153.33 Open A-4 7678.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82408.81 Day 21 713.12 91-180 Days A-5 12659.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2991.33 Day 21 400.46 30-90 Days CB-1 145.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31766.34 Day 21 3300.85 30-90 Days CB-2 1991.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33958.01 Day 21 1407.68 <30 Days CB-3 6577.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56733.61 Day 21 5361.72 91-180 Days E-1 5990.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102517.33 Day 21 13690.79 91-180 Days E-2 19313.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68385.55 Day 21 2877.90 30-90 Days G-1 7122.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55713.62 Day 21 2657.59 30-90 Days G-2 3465.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24752.27 Day 21 1784.48 Open G-3 3935.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33132.93 Day 21 44.64 91-180 Days IG-1 1826.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1962.62 Day 21 69.23 30-90 Days IG-2 144.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72645.17 Day 21 7088.54 <30 Days S-1 11760.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94143.70 Day 21 5615.17 Open S-2 14686.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53909.40 Day 21 7033.54 30-90 Days S-3 9687.29 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56924.84 Day 21 7741.83 <30 Days S-4 884.97 Yes Liberty International Finance Ltd. Operations