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 65003.45 Day 56 2244.50 30-90 Days IG-5 427.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36725.82 Day 56 4982.86 30-90 Days IG-6 5786.62 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73125.50 Day 56 3084.68 30-90 Days IG-7 10741.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79984.80 Day 56 7463.46 Open IG-8 12221.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37052.76 Day 56 3115.09 30-90 Days L-1 783.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50403.52 Day 56 5856.59 91-180 Days L-10 787.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91813.76 Day 56 12751.05 30-90 Days L-11 15883.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80640.85 Day 56 1145.92 91-180 Days L-2 777.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91914.22 Day 56 10134.70 <30 Days L-3 15912.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88289.45 Day 56 2804.75 <30 Days L-4 3928.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98752.32 Day 56 4611.81 30-90 Days L-5 11198.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80440.62 Day 56 1843.60 30-90 Days L-6 969.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2324.21 Day 56 266.13 91-180 Days L-7 200.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1113.77 Day 56 75.08 Open L-8 14.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57862.13 Day 56 2719.26 91-180 Days L-9 1135.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13813.92 Day 56 1272.40 30-90 Days LC-1 2724.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1702.11 Day 56 225.56 Open LC-2 141.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16876.96 Day 56 495.34 30-90 Days N-1 858.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50728.51 Day 56 5182.13 30-90 Days N-2 9890.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12417.78 Day 56 587.24 Open N-3 910.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13319.11 Day 56 467.50 <30 Days N-4 1772.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112505.36 Day 56 4239.57 Open N-5 7564.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30428.76 Day 56 4321.30 30-90 Days N-6 2245.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1601.46 Day 56 29.52 <30 Days N-7 98.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103974.71 Day 56 8869.14 <30 Days P-1 19937.89 Yes Liberty Wealth Management LLC Treasury