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 No 107876.82 Day 33 12366.63 30-90 Days N-6 736.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31476.39 Day 33 3374.05 91-180 Days N-7 777.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53866.20 Day 33 4348.61 Open P-1 7381.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73827.97 Day 33 6105.52 91-180 Days P-2 14116.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54239.25 Day 33 2709.03 Open S-8 7852.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64719.38 Day 33 9174.18 91-180 Days Y-1 1865.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74388.52 Day 33 10578.40 91-180 Days Y-2 11330.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104199.16 Day 33 1059.71 91-180 Days Y-3 14933.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75817.20 Day 33 9494.85 Open Y-4 13429.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58663.06 Day 33 3381.40 91-180 Days Z-1 7735.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13965.74 Day 33 1993.04 Open A-2 1999.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82595.46 Day 33 9915.92 <30 Days A-3 6761.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16958.09 Day 33 1338.44 30-90 Days A-4 200.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70418.03 Day 33 6823.50 91-180 Days A-5 8127.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52447.90 Day 33 3719.05 <30 Days CB-1 1840.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96092.68 Day 33 11686.27 Open CB-2 16475.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35779.11 Day 33 1565.12 Open CB-3 2083.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49380.81 Day 33 2158.73 Open E-1 5186.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106473.10 Day 33 8267.60 91-180 Days E-2 17440.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72240.07 Day 33 7631.28 Open G-1 11026.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67242.28 Day 33 562.67 91-180 Days G-2 3295.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105598.00 Day 33 1503.66 Open G-3 7325.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18779.55 Day 33 156.46 Open IG-1 620.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53442.84 Day 33 2660.49 30-90 Days IG-2 7087.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11810.88 Day 33 387.26 91-180 Days S-1 2201.26 Yes Liberty Wealth Management LLC Operations