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 3835.58 Day 42 385.55 Open N-5 184.61 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76738.64 Day 42 10952.47 Open N-6 14396.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99530.58 Day 42 11679.67 Open N-7 5757.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13321.78 Day 42 1560.17 <30 Days P-1 429.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17819.81 Day 42 2373.02 91-180 Days P-2 2016.14 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47620.20 Day 42 4972.54 <30 Days S-8 3865.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107079.93 Day 42 10200.36 Open Y-1 7256.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30288.29 Day 42 942.68 <30 Days Y-2 4725.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57068.22 Day 42 441.28 <30 Days Y-3 5035.88 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2223.03 Day 42 132.63 30-90 Days Y-4 184.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9370.79 Day 42 1261.68 Open Z-1 1749.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65402.64 Day 42 1955.80 30-90 Days A-2 3084.87 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19398.64 Day 42 1627.93 Open A-3 1546.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37343.90 Day 42 1173.99 91-180 Days A-4 6566.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41189.19 Day 42 5960.20 91-180 Days A-5 6150.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95425.38 Day 42 9483.05 <30 Days CB-1 10160.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69811.51 Day 42 4022.78 Open CB-2 5748.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24801.92 Day 42 781.07 91-180 Days CB-3 1646.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3183.51 Day 42 413.67 <30 Days E-1 180.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113313.18 Day 42 8029.67 <30 Days E-2 5330.13 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34358.37 Day 42 2812.21 91-180 Days G-1 1562.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25196.13 Day 42 1586.27 Open G-2 2916.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13787.63 Day 42 1963.25 <30 Days G-3 1377.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107488.39 Day 42 12527.98 30-90 Days IG-1 11745.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70974.79 Day 42 8487.57 91-180 Days IG-2 9788.63 No Treasury