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 3011.78 Day 50 376.90 <30 Days E-2-Q 572.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73839.64 Day 50 733.77 91-180 Days IG-1-Q 13540.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37481.02 Day 50 2371.18 <30 Days IG-2-Q 3871.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2815.97 Day 50 222.15 Open C-1 33.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21947.22 Day 50 1047.59 91-180 Days CB-4 919.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26274.28 Day 50 2358.90 <30 Days E-10 2165.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13082.55 Day 50 1891.40 91-180 Days E-3 466.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17543.00 Day 50 2155.73 91-180 Days E-4 2138.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7645.19 Day 50 105.66 <30 Days E-5 243.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31680.04 Day 50 1295.30 30-90 Days E-6 1991.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29490.34 Day 50 2499.29 Open E-7 916.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14604.96 Day 50 2143.40 Open E-8 1488.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90918.86 Day 50 12820.40 <30 Days E-9 12173.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66348.42 Day 50 7533.89 Open G-4 8039.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64121.11 Day 50 4790.94 30-90 Days IG-3 6608.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24635.89 Day 50 2037.60 Open IG-4 1674.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52243.93 Day 50 2366.90 <30 Days IG-5 5856.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56383.96 Day 50 1337.87 Open IG-6 8865.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51778.97 Day 50 2675.63 30-90 Days IG-7 4340.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55965.92 Day 50 2898.09 Open IG-8 10523.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21080.02 Day 50 789.30 30-90 Days L-1 2369.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82025.45 Day 50 1769.35 91-180 Days L-10 14312.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105746.68 Day 50 3558.27 <30 Days L-11 9422.51 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57999.79 Day 50 4590.13 Open L-2 4225.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49334.95 Day 50 6677.89 30-90 Days L-3 2509.59 No Treasury