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 47768.55 Day 45 3504.61 <30 Days L-1 973.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80916.16 Day 45 8118.09 <30 Days L-10 5089.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101331.01 Day 45 6883.83 30-90 Days L-11 12806.86 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30712.68 Day 45 1369.19 91-180 Days L-2 2582.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13774.43 Day 45 403.08 Open L-3 1620.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74858.04 Day 45 9454.78 91-180 Days L-4 4781.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63500.85 Day 45 2518.73 91-180 Days L-5 4206.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34472.53 Day 45 4615.81 91-180 Days L-6 1038.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13329.09 Day 45 1892.36 Open L-7 449.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67340.10 Day 45 6404.60 91-180 Days L-8 11492.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46352.64 Day 45 4714.63 <30 Days L-9 8413.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33947.00 Day 45 1872.95 Open LC-1 4387.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8848.61 Day 45 1202.36 91-180 Days LC-2 1480.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45901.09 Day 45 1784.63 Open N-1 6739.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42737.56 Day 45 2434.89 91-180 Days N-2 723.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83212.79 Day 45 10059.13 Open N-3 15467.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112015.97 Day 45 10501.91 30-90 Days N-4 6198.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45903.09 Day 45 6293.90 91-180 Days N-5 9079.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70535.47 Day 45 2805.49 <30 Days N-6 3554.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92527.31 Day 45 71.26 91-180 Days N-7 10657.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82093.22 Day 45 2603.82 91-180 Days P-1 10078.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75074.42 Day 45 6156.37 30-90 Days P-2 742.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93713.08 Day 45 308.08 30-90 Days S-8 12546.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32724.84 Day 45 4314.51 <30 Days Y-1 2455.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100802.17 Day 45 11596.29 <30 Days Y-2 11788.55 Yes Liberty Wealth Management LLC Risk Management