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 48475.60 Day 43 6074.94 <30 Days L-2 2089.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65611.45 Day 43 7941.35 Open L-3 1984.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5057.71 Day 43 456.98 <30 Days L-4 769.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22055.74 Day 43 1328.83 30-90 Days L-5 2983.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34940.06 Day 43 2907.64 <30 Days L-6 4781.78 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22021.60 Day 43 398.28 91-180 Days L-7 937.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110017.42 Day 43 8731.96 30-90 Days L-8 19133.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96246.59 Day 43 6909.13 30-90 Days L-9 18483.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48999.79 Day 43 3903.39 30-90 Days LC-1 7489.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39454.86 Day 43 2159.17 Open LC-2 5068.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22597.43 Day 43 2066.38 Open N-1 1201.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112263.92 Day 43 12339.38 <30 Days N-2 4208.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29889.14 Day 43 3432.75 30-90 Days N-3 1650.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27903.16 Day 43 1601.39 Open N-4 2965.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91645.98 Day 43 12594.66 91-180 Days N-5 14984.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94751.27 Day 43 9237.35 30-90 Days N-6 4226.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77304.68 Day 43 1776.16 Open N-7 5351.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94346.03 Day 43 8472.12 <30 Days P-1 6020.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40481.41 Day 43 2496.84 <30 Days P-2 7153.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85518.87 Day 43 10572.99 30-90 Days S-8 6179.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30678.49 Day 43 3690.40 30-90 Days Y-1 3623.55 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94801.01 Day 43 14013.46 <30 Days Y-2 4076.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87402.08 Day 43 11966.63 30-90 Days Y-3 9114.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15283.87 Day 43 1581.66 Open Y-4 3029.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99056.12 Day 43 10988.99 Open Z-1 8715.08 Yes Liberty Mortgage Services Corp. Risk Management