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 22160.23 271 - 364 Days 2209.43 <30 Days A-4-Q 2293.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82390.47 271 - 364 Days 9305.03 <30 Days A-5-Q 7662.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74220.40 271 - 364 Days 8648.71 30-90 Days CB-1-Q 4271.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23353.35 271 - 364 Days 3019.76 91-180 Days CB-2-Q 1509.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50329.56 271 - 364 Days 5288.50 <30 Days S-1-Q 9627.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41997.92 271 - 364 Days 2169.05 91-180 Days S-2-Q 155.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38226.77 271 - 364 Days 3228.95 <30 Days S-3-Q 175.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66359.88 271 - 364 Days 9350.74 91-180 Days S-4-Q 11744.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102869.14 271 - 364 Days 12487.98 30-90 Days CB-3-Q 11004.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97584.54 271 - 364 Days 2318.58 30-90 Days G-1-Q 12960.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49000.72 271 - 364 Days 1759.97 91-180 Days G-2-Q 3017.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44255.00 271 - 364 Days 604.74 30-90 Days G-3-Q 7523.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64038.20 271 - 364 Days 7188.78 Open S-5-Q 7479.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85506.79 271 - 364 Days 8293.31 30-90 Days S-6-Q 15566.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78340.67 271 - 364 Days 2006.84 30-90 Days S-7-Q 15476.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18644.44 271 - 364 Days 487.80 91-180 Days E-1-Q 1558.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67911.59 271 - 364 Days 9985.60 91-180 Days E-2-Q 2412.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106907.93 271 - 364 Days 13426.92 91-180 Days IG-1-Q 1408.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102847.50 271 - 364 Days 14056.06 30-90 Days IG-2-Q 18542.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60643.20 271 - 364 Days 7471.77 Open C-1 4404.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40642.23 271 - 364 Days 869.42 <30 Days CB-4 2512.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103759.79 271 - 364 Days 1154.45 91-180 Days E-10 19337.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11717.18 271 - 364 Days 324.22 Open E-3 1436.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106458.95 271 - 364 Days 11624.43 91-180 Days E-4 12.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63360.11 271 - 364 Days 1463.31 30-90 Days E-5 8663.42 No Operations