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 31070.70 Day 36 551.45 Open L-10 5772.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90657.06 Day 36 9152.37 <30 Days L-11 11604.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48116.60 Day 36 1327.34 Open L-2 6360.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9563.83 Day 36 320.53 91-180 Days L-3 465.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40418.63 Day 36 5956.66 <30 Days L-4 5204.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108537.15 Day 36 15085.11 91-180 Days L-5 11291.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10120.73 Day 36 461.42 91-180 Days L-6 577.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96138.01 Day 36 8004.85 91-180 Days L-7 6339.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110743.27 Day 36 15530.07 30-90 Days L-8 19947.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110434.54 Day 36 8016.22 91-180 Days L-9 2548.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104404.19 Day 36 3077.35 91-180 Days LC-1 14007.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92537.90 Day 36 4846.00 Open LC-2 16099.95 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5972.53 Day 36 690.81 Open N-1 246.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32005.73 Day 36 1712.05 91-180 Days N-2 5337.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91359.97 Day 36 1010.94 Open N-3 3399.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112514.66 Day 36 16345.56 91-180 Days N-4 20636.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84944.22 Day 36 2840.03 91-180 Days N-5 12883.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68503.57 Day 36 4837.82 91-180 Days N-6 12342.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4364.57 Day 36 429.24 Open N-7 197.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67032.01 Day 36 9994.17 Open P-1 720.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34658.10 Day 36 3498.41 Open P-2 4172.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90637.74 Day 36 11909.05 <30 Days S-8 9747.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38634.09 Day 36 5684.59 91-180 Days Y-1 6496.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3854.05 Day 36 140.88 91-180 Days Y-2 606.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99131.67 Day 36 14494.13 Open Y-3 15528.67 No Finance