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 91003.13 Day 57 6353.15 <30 Days CB-1 15381.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102660.27 Day 57 6876.43 <30 Days CB-2 12267.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69092.50 Day 57 5783.15 91-180 Days CB-3 9430.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70200.41 Day 57 6476.80 91-180 Days E-1 9402.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57220.86 Day 57 5786.35 <30 Days E-2 942.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64773.25 Day 57 5893.70 Open G-1 227.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35823.03 Day 57 904.11 Open G-2 223.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57371.48 Day 57 1312.30 Open G-3 8013.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85514.96 Day 57 4583.50 Open IG-1 7511.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81133.98 Day 57 10582.85 30-90 Days IG-2 710.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78215.22 Day 57 5006.71 91-180 Days S-1 1708.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15377.29 Day 57 2266.43 30-90 Days S-2 556.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56682.68 Day 57 7622.64 <30 Days S-3 546.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36421.25 Day 57 297.08 Open S-4 2411.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84298.86 Day 57 4129.05 Open S-5 11635.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93447.38 Day 57 1362.77 <30 Days S-6 15603.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32050.63 Day 57 2086.83 <30 Days S-7 3298.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89143.12 Day 58 1160.56 Open A-0-Q 9514.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67706.70 Day 58 2513.22 91-180 Days A-1-Q 5531.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82526.98 Day 58 7228.22 91-180 Days A-2-Q 15248.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81835.92 Day 58 6904.62 91-180 Days A-3-Q 3704.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49509.53 Day 58 1108.58 <30 Days A-4-Q 9524.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83233.66 Day 58 7463.51 91-180 Days A-5-Q 10351.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53392.12 Day 58 2275.04 <30 Days CB-1-Q 2451.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18048.21 Day 58 294.83 <30 Days CB-2-Q 1257.27 Yes Liberty International Finance Ltd. Operations