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 21885.07 Day 4 1352.75 91-180 Days IG-8 153.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84248.54 Day 4 9536.70 91-180 Days L-1 4597.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78254.26 Day 4 4705.21 30-90 Days L-10 2979.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81574.99 Day 4 10051.99 <30 Days L-11 12596.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68049.94 Day 4 4633.66 91-180 Days L-2 8276.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22999.67 Day 4 1111.23 Open L-3 88.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40706.14 Day 4 1020.82 Open L-4 7072.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54058.00 Day 4 6317.74 Open L-5 10376.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18850.10 Day 4 918.79 <30 Days L-6 3256.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104613.56 Day 4 174.04 Open L-7 10962.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78589.96 Day 4 1080.79 91-180 Days L-8 3731.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69714.82 Day 4 9996.80 91-180 Days L-9 13777.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50757.23 Day 4 3596.42 Open LC-1 4035.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108259.06 Day 4 7761.11 <30 Days LC-2 19074.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29353.17 Day 4 524.13 91-180 Days N-1 2615.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16750.13 Day 4 1401.70 30-90 Days N-2 2755.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75113.27 Day 4 9571.27 <30 Days N-3 4103.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61993.86 Day 4 2808.08 30-90 Days N-4 11956.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101150.89 Day 4 3189.84 91-180 Days N-5 4833.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53654.20 Day 4 7534.92 <30 Days N-6 6145.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48309.58 Day 4 6349.93 91-180 Days N-7 6980.67 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102413.55 Day 4 14272.96 30-90 Days P-1 19003.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88539.19 Day 4 2627.75 30-90 Days P-2 5620.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 771.57 Day 4 2.92 Open S-8 38.34 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10984.74 Day 4 1255.24 Open Y-1 274.72 No Risk Management