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 111734.24 121 - 150 Days 10803.10 91-180 Days IG-1-Q 19016.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57128.22 121 - 150 Days 8065.85 30-90 Days IG-2-Q 4190.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30994.63 121 - 150 Days 4160.47 Open C-1 1980.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103589.94 121 - 150 Days 4429.63 30-90 Days CB-4 9257.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60543.98 121 - 150 Days 3060.19 <30 Days E-10 890.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102545.64 121 - 150 Days 6991.26 91-180 Days E-3 20436.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102147.06 121 - 150 Days 8732.20 30-90 Days E-4 9537.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53793.14 121 - 150 Days 5264.50 <30 Days E-5 5749.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100625.97 121 - 150 Days 9882.39 30-90 Days E-6 17880.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96288.79 121 - 150 Days 637.42 91-180 Days E-7 7687.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68754.86 121 - 150 Days 7285.12 30-90 Days E-8 976.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62251.01 121 - 150 Days 6079.55 30-90 Days E-9 6221.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10631.80 121 - 150 Days 336.51 Open G-4 1317.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87748.03 121 - 150 Days 11556.78 30-90 Days IG-3 3919.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25783.40 121 - 150 Days 1909.44 Open IG-4 2858.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50277.42 121 - 150 Days 5274.06 Open IG-5 2876.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82478.84 121 - 150 Days 6942.75 91-180 Days IG-6 1465.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111170.49 121 - 150 Days 839.68 Open IG-7 8702.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73070.35 121 - 150 Days 6814.50 91-180 Days IG-8 12763.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13324.53 121 - 150 Days 663.67 Open L-1 1526.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2903.66 121 - 150 Days 254.08 91-180 Days L-10 495.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71459.46 121 - 150 Days 6944.07 <30 Days L-11 9757.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34917.47 121 - 150 Days 2517.22 <30 Days L-2 6356.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58986.73 121 - 150 Days 4998.90 91-180 Days L-3 5563.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26308.44 121 - 150 Days 2658.77 91-180 Days L-4 5012.80 Yes Liberty International Finance Ltd. Treasury