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 96960.21 Day 50 346.35 <30 Days L-4 10276.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8195.08 Day 50 251.20 Open L-5 599.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59402.72 Day 50 4677.67 Open L-6 6861.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93544.56 Day 50 6177.60 30-90 Days L-7 8256.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109363.42 Day 50 7352.37 <30 Days L-8 15511.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37848.79 Day 50 3504.03 <30 Days L-9 3212.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48555.57 Day 50 3454.59 30-90 Days LC-1 1837.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9838.10 Day 50 545.44 30-90 Days LC-2 239.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21510.73 Day 50 3165.32 91-180 Days N-1 1487.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33288.18 Day 50 478.72 91-180 Days N-2 3901.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104825.40 Day 50 3396.74 91-180 Days N-3 6730.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93820.68 Day 50 10416.34 30-90 Days N-4 2398.89 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54202.55 Day 50 5501.74 91-180 Days N-5 802.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21625.95 Day 50 2011.06 <30 Days N-6 1604.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14760.06 Day 50 577.71 <30 Days N-7 1226.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5726.44 Day 50 506.25 <30 Days P-1 1097.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15467.17 Day 50 555.28 <30 Days P-2 1694.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3375.45 Day 50 496.97 <30 Days S-8 224.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35361.71 Day 50 3644.06 Open Y-1 5160.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62674.09 Day 50 4297.03 30-90 Days Y-2 3678.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83212.21 Day 50 3135.87 Open Y-3 14092.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111523.95 Day 50 9127.69 Open Y-4 5551.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56957.71 Day 50 4540.31 30-90 Days Z-1 3297.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109504.78 Day 50 1294.30 Open A-2 8299.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99784.96 Day 50 1888.73 Open A-3 11693.18 No Risk Management