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 31955.46 68 - 74 Days 4527.86 91-180 Days LC-2 2618.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72897.94 68 - 74 Days 4408.04 Open N-1 13594.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97250.24 68 - 74 Days 6137.57 <30 Days N-2 13742.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91745.10 68 - 74 Days 3164.16 30-90 Days N-3 4755.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78465.78 68 - 74 Days 5672.58 <30 Days N-4 12788.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23118.55 68 - 74 Days 3184.19 30-90 Days N-5 3417.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49378.48 68 - 74 Days 6011.95 <30 Days N-6 3409.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13167.42 68 - 74 Days 805.67 <30 Days N-7 2434.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35947.80 68 - 74 Days 1520.27 Open P-1 1935.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98136.31 68 - 74 Days 1099.35 Open P-2 3258.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10628.27 68 - 74 Days 144.50 Open S-8 344.22 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17497.52 68 - 74 Days 85.82 91-180 Days Y-1 2821.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14286.61 68 - 74 Days 717.25 Open Y-2 1522.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53098.15 68 - 74 Days 3266.15 Open Y-3 3702.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18539.04 68 - 74 Days 2522.63 91-180 Days Y-4 3397.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7649.34 68 - 74 Days 272.18 <30 Days Z-1 1068.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53517.89 68 - 74 Days 7984.45 Open A-2 7172.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109220.01 68 - 74 Days 2205.13 Open A-3 9129.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104195.31 68 - 74 Days 10520.91 91-180 Days A-4 4690.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86628.30 68 - 74 Days 6007.68 <30 Days A-5 13151.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39969.12 68 - 74 Days 2425.44 <30 Days CB-1 6197.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55510.26 68 - 74 Days 5086.45 Open CB-2 1556.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18726.56 68 - 74 Days 880.11 30-90 Days CB-3 2100.15 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44810.86 68 - 74 Days 4397.17 Open E-1 5009.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110418.22 68 - 74 Days 5301.16 <30 Days E-2 18075.84 Yes Liberty Mortgage Services Corp. Finance