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 21742.87 Day 47 1424.54 Open CB-3-Q 2436.83 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71518.29 Day 47 6627.29 <30 Days G-1-Q 5508.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58397.35 Day 47 4833.29 <30 Days G-2-Q 7036.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87321.12 Day 47 7368.79 <30 Days G-3-Q 11175.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52278.55 Day 47 1060.91 <30 Days S-5-Q 5797.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34781.88 Day 47 2164.05 Open S-6-Q 1793.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29708.71 Day 47 2590.31 30-90 Days S-7-Q 5590.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18226.52 Day 47 2357.63 <30 Days E-1-Q 3270.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99788.11 Day 47 13730.76 <30 Days E-2-Q 19038.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4641.35 Day 47 124.48 30-90 Days IG-1-Q 736.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82692.97 Day 47 11023.91 Open IG-2-Q 9858.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27483.98 Day 47 388.06 91-180 Days C-1 3101.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32231.69 Day 47 1008.54 Open CB-4 3249.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73898.27 Day 47 7704.53 Open E-10 6173.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73465.74 Day 47 5809.51 <30 Days E-3 13765.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27200.74 Day 47 396.84 91-180 Days E-4 4579.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12997.59 Day 47 510.29 <30 Days E-5 704.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4256.45 Day 47 210.10 <30 Days E-6 20.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17651.06 Day 47 2128.55 91-180 Days E-7 2986.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52697.46 Day 47 613.31 <30 Days E-8 3226.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66117.36 Day 47 991.25 Open E-9 1044.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67874.82 Day 47 784.07 30-90 Days G-4 5327.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90474.96 Day 47 3603.70 91-180 Days IG-3 12180.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46707.85 Day 47 2860.99 30-90 Days IG-4 5787.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67681.62 Day 47 6825.04 Open IG-5 2773.19 Yes Liberty International Finance Ltd. Operations