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 105323.41 Day 60 8259.24 <30 Days A-5-Q 15105.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29984.28 Day 60 109.06 <30 Days CB-1-Q 269.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106288.20 Day 60 11195.49 91-180 Days CB-2-Q 18182.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23813.87 Day 60 3479.40 Open S-1-Q 4593.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63335.67 Day 60 2522.62 Open S-2-Q 4745.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37818.28 Day 60 1134.55 91-180 Days S-3-Q 7052.88 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107830.52 Day 60 8085.97 <30 Days S-4-Q 3160.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89110.34 Day 60 7864.52 30-90 Days CB-3-Q 7872.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106869.60 Day 60 3808.67 <30 Days G-1-Q 14112.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33981.62 Day 60 2260.76 91-180 Days G-2-Q 1258.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96397.34 Day 60 4632.02 30-90 Days G-3-Q 16109.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46466.83 Day 60 3221.19 30-90 Days S-5-Q 6366.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32804.45 Day 60 695.98 <30 Days S-6-Q 1263.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83868.44 Day 60 8279.86 Open S-7-Q 14375.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15007.97 Day 60 623.60 30-90 Days E-1-Q 2279.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13285.69 Day 60 789.95 <30 Days E-2-Q 1383.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77542.87 Day 60 274.86 <30 Days IG-1-Q 2110.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28372.88 Day 60 1021.96 Open IG-2-Q 5553.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44510.44 Day 60 1352.30 30-90 Days C-1 1517.15 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88083.89 Day 60 7233.19 91-180 Days CB-4 8289.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35949.06 Day 60 1492.25 Open E-10 5316.12 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20350.84 Day 60 985.84 91-180 Days E-3 2912.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66874.37 Day 60 9536.68 91-180 Days E-4 5549.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80237.80 Day 60 4701.05 <30 Days E-5 9590.68 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110426.73 Day 60 14613.23 30-90 Days E-6 16618.67 No Finance