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 14676.31 Day 1 1156.99 Open N-4 1227.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46436.47 Day 1 4973.43 91-180 Days N-5 2368.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33954.48 Day 1 3707.28 91-180 Days N-6 6427.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58946.14 Day 1 7061.80 <30 Days N-7 752.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84332.91 Day 1 8438.10 91-180 Days P-1 8865.57 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76333.34 Day 1 5389.09 <30 Days P-2 587.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40073.61 Day 1 370.88 30-90 Days S-8 3755.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71997.93 Day 1 9777.22 Open Y-1 2215.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66695.11 Day 1 1350.79 91-180 Days Y-2 391.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105781.69 Day 1 14061.32 Open Y-3 7132.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54529.84 Day 1 5497.43 Open Y-4 1327.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80281.58 Day 1 7279.27 30-90 Days Z-1 3975.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41391.71 Day 1 4520.19 <30 Days A-2 3511.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43771.56 Day 1 5922.53 <30 Days A-3 7692.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113382.46 Day 1 14761.45 91-180 Days A-4 16310.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26055.08 Day 1 3654.75 30-90 Days A-5 7.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48271.30 Day 1 1324.80 Open CB-1 7565.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66825.22 Day 1 9854.24 <30 Days CB-2 8519.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54079.49 Day 1 2424.31 <30 Days CB-3 4584.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94080.60 Day 1 3600.57 <30 Days E-1 4715.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11054.37 Day 1 896.88 30-90 Days E-2 1627.03 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82161.27 Day 1 5279.45 <30 Days G-1 7387.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95888.28 Day 1 737.56 30-90 Days G-2 11983.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 963.58 Day 1 61.97 30-90 Days G-3 140.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17560.04 Day 1 297.14 <30 Days IG-1 2621.53 Yes Liberty Mortgage Services Corp. Operations