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 36730.71 Day 38 4213.42 <30 Days Y-1 1710.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35183.48 Day 38 631.96 <30 Days Y-2 6139.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75446.95 Day 38 4323.50 <30 Days Y-3 5115.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74046.32 Day 38 10982.22 91-180 Days Y-4 464.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42242.12 Day 38 2549.11 91-180 Days Z-1 954.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3207.99 Day 38 228.98 Open A-2 166.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57720.88 Day 38 531.36 91-180 Days A-3 4163.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90956.64 Day 38 7834.88 <30 Days A-4 7958.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14148.87 Day 38 646.23 91-180 Days A-5 1874.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52311.19 Day 38 6493.86 30-90 Days CB-1 9164.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63088.90 Day 38 8361.81 91-180 Days CB-2 2218.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39092.79 Day 38 1009.27 91-180 Days CB-3 5478.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74376.37 Day 38 5219.40 <30 Days E-1 524.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73035.96 Day 38 302.46 <30 Days E-2 5466.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34970.87 Day 38 307.43 30-90 Days G-1 3954.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13693.94 Day 38 1692.89 91-180 Days G-2 1133.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16705.41 Day 38 40.68 30-90 Days G-3 1494.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65115.32 Day 38 3686.44 Open IG-1 8598.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100763.27 Day 38 6780.24 30-90 Days IG-2 9475.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72362.04 Day 38 554.44 Open S-1 10412.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54543.85 Day 38 5005.32 Open S-2 6021.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51603.60 Day 38 1829.91 91-180 Days S-3 1215.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45391.91 Day 38 1070.70 <30 Days S-4 123.93 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35531.23 Day 38 4703.40 <30 Days S-5 3095.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 815.70 Day 38 67.09 91-180 Days S-6 66.46 No Risk Management