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 12098.20 Day 39 1508.10 91-180 Days CB-4 682.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78596.70 Day 39 4642.34 <30 Days E-10 5381.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96739.23 Day 39 10415.99 30-90 Days E-3 12063.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75116.56 Day 39 6622.12 91-180 Days E-4 11769.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5567.02 Day 39 283.64 30-90 Days E-5 32.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58469.94 Day 39 4047.15 <30 Days E-6 3206.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61672.20 Day 39 538.50 30-90 Days E-7 9415.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13581.75 Day 39 716.54 <30 Days E-8 304.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3556.32 Day 39 435.09 91-180 Days E-9 415.87 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96679.87 Day 39 1618.18 <30 Days G-4 11799.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77155.67 Day 39 1866.51 30-90 Days IG-3 577.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99106.77 Day 39 11863.37 Open IG-4 11210.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98212.97 Day 39 13654.54 91-180 Days IG-5 18301.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7884.76 Day 39 242.56 <30 Days IG-6 117.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44225.71 Day 39 4782.43 <30 Days IG-7 5944.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63218.27 Day 39 4859.89 <30 Days IG-8 3002.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92288.33 Day 39 10982.74 <30 Days L-1 11317.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101825.84 Day 39 8817.06 91-180 Days L-10 583.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60512.44 Day 39 5219.71 30-90 Days L-11 4342.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61067.08 Day 39 6208.60 30-90 Days L-2 2563.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5436.84 Day 39 60.92 Open L-3 939.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55009.52 Day 39 4105.03 <30 Days L-4 9222.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57260.13 Day 39 534.03 <30 Days L-5 1763.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96019.71 Day 39 8360.47 <30 Days L-6 3665.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4439.09 Day 39 429.96 <30 Days L-7 524.77 Yes Liberty International Finance Ltd. Legal