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 76461.84 271 - 364 Days 5730.68 <30 Days N-2 13539.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86601.00 271 - 364 Days 6969.64 Open N-3 7595.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52023.10 271 - 364 Days 4500.74 30-90 Days N-4 1720.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57611.12 271 - 364 Days 5135.13 91-180 Days N-5 6172.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 205.30 271 - 364 Days 29.01 Open N-6 5.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50305.67 271 - 364 Days 322.81 30-90 Days N-7 5842.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113099.74 271 - 364 Days 14555.32 91-180 Days P-1 17264.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68064.55 271 - 364 Days 6802.44 30-90 Days P-2 4721.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9236.37 271 - 364 Days 721.01 91-180 Days S-8 1824.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64112.31 271 - 364 Days 4879.86 Open Y-1 1782.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30631.08 271 - 364 Days 1739.95 Open Y-2 179.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22925.02 271 - 364 Days 2355.68 <30 Days Y-3 320.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104038.19 271 - 364 Days 10683.27 30-90 Days Y-4 20018.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55853.33 271 - 364 Days 3424.00 Open Z-1 1728.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20878.14 271 - 364 Days 419.45 30-90 Days A-2 2000.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61332.03 271 - 364 Days 2961.24 91-180 Days A-3 2951.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27774.22 271 - 364 Days 3056.86 <30 Days A-4 460.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25160.02 271 - 364 Days 641.44 30-90 Days A-5 3567.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7960.42 271 - 364 Days 1151.01 <30 Days CB-1 1579.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57638.69 271 - 364 Days 2947.87 30-90 Days CB-2 8400.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57754.34 271 - 364 Days 7564.58 91-180 Days CB-3 6119.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42793.07 271 - 364 Days 1153.84 Open E-1 5362.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42569.67 271 - 364 Days 1172.01 91-180 Days E-2 6628.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17679.10 271 - 364 Days 2526.85 Open G-1 1628.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76261.63 271 - 364 Days 8111.55 91-180 Days G-2 1677.40 No Finance