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 Retail Yes 77301.94 Day 28 9701.55 30-90 Days G-2 13442.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32241.85 Day 28 3344.77 30-90 Days G-3 2843.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35240.53 Day 28 2055.49 <30 Days IG-1 6408.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102411.61 Day 28 5934.11 Open IG-2 14038.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100258.29 Day 28 13119.17 <30 Days S-1 1215.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90323.99 Day 28 7141.30 <30 Days S-2 8689.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15954.42 Day 28 1758.63 30-90 Days S-3 1908.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112429.44 Day 28 11967.20 91-180 Days S-4 19315.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53009.18 Day 28 6141.60 30-90 Days S-5 10521.25 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44406.79 Day 28 5366.02 <30 Days S-6 7770.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98858.38 Day 28 394.84 91-180 Days S-7 11629.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94605.46 Day 29 4031.34 Open A-0-Q 12972.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110271.45 Day 29 8600.16 <30 Days A-1-Q 19256.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63342.45 Day 29 1002.45 30-90 Days A-2-Q 2402.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42343.40 Day 29 1647.52 Open A-3-Q 3704.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112052.73 Day 29 15232.47 Open A-4-Q 14333.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78651.45 Day 29 4482.79 Open A-5-Q 15543.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36161.97 Day 29 2430.27 30-90 Days CB-1-Q 6377.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46094.31 Day 29 5676.30 <30 Days CB-2-Q 7939.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72920.12 Day 29 6821.49 30-90 Days S-1-Q 3035.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93282.87 Day 29 5396.62 91-180 Days S-2-Q 8857.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42405.71 Day 29 4806.72 Open S-3-Q 3722.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107273.49 Day 29 7957.81 30-90 Days S-4-Q 19375.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82299.55 Day 29 11510.71 30-90 Days CB-3-Q 3535.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111278.15 Day 29 11259.91 Open G-1-Q 9494.59 No Treasury