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 96194.38 Day 44 4309.65 Open E-6 12816.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9843.91 Day 44 527.84 30-90 Days E-7 1779.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46277.37 Day 44 290.92 <30 Days E-8 498.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69418.91 Day 44 2974.58 <30 Days E-9 5850.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81631.15 Day 44 8998.41 Open G-4 2194.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96580.97 Day 44 12339.56 91-180 Days IG-3 11617.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74655.31 Day 44 2942.25 30-90 Days IG-4 7845.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58834.31 Day 44 4034.65 <30 Days IG-5 8351.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72295.18 Day 44 7303.90 30-90 Days IG-6 10975.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98085.46 Day 44 2967.73 91-180 Days IG-7 6487.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93310.20 Day 44 3169.68 30-90 Days IG-8 7931.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19362.82 Day 44 710.91 <30 Days L-1 2616.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62311.05 Day 44 8741.29 <30 Days L-10 32.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95502.82 Day 44 4297.05 <30 Days L-11 10345.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95571.98 Day 44 10693.11 <30 Days L-2 9366.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78088.94 Day 44 273.14 91-180 Days L-3 6495.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92556.63 Day 44 4851.40 91-180 Days L-4 2913.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24213.32 Day 44 538.45 30-90 Days L-5 2369.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103802.23 Day 44 4365.98 Open L-6 12959.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110666.01 Day 44 10917.46 Open L-7 4054.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89900.37 Day 44 9167.21 30-90 Days L-8 12249.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20627.59 Day 44 1876.01 30-90 Days L-9 1498.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43577.19 Day 44 883.33 91-180 Days LC-1 7242.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87854.22 Day 44 2528.74 30-90 Days LC-2 149.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88482.64 Day 44 8207.18 <30 Days N-1 13829.18 Yes Liberty Wealth Management LLC Operations