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 111585.47 >3 Yr <= 4 Yr 1960.27 91-180 Days S-6 8208.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 125.86 >3 Yr <= 4 Yr 9.04 Open S-7 19.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49596.11 >4 Yr <= 5 Yr 5378.84 Open A-0-Q 8476.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93427.88 >4 Yr <= 5 Yr 3364.04 30-90 Days A-1-Q 4199.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12620.43 >4 Yr <= 5 Yr 34.83 <30 Days A-2-Q 575.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72843.41 >4 Yr <= 5 Yr 10216.38 Open A-3-Q 13658.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53037.68 >4 Yr <= 5 Yr 5778.39 30-90 Days A-4-Q 5564.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81059.74 >4 Yr <= 5 Yr 6398.03 Open A-5-Q 1057.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6771.42 >4 Yr <= 5 Yr 603.66 Open CB-1-Q 975.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43985.01 >4 Yr <= 5 Yr 4254.98 <30 Days CB-2-Q 3326.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78000.60 >4 Yr <= 5 Yr 5211.05 <30 Days S-1-Q 14667.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40948.44 >4 Yr <= 5 Yr 4428.32 <30 Days S-2-Q 4940.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3184.20 >4 Yr <= 5 Yr 81.64 91-180 Days S-3-Q 581.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83468.21 >4 Yr <= 5 Yr 8149.16 91-180 Days S-4-Q 11515.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36271.91 >4 Yr <= 5 Yr 2014.90 91-180 Days CB-3-Q 463.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100756.87 >4 Yr <= 5 Yr 11936.17 91-180 Days G-1-Q 15218.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89679.14 >4 Yr <= 5 Yr 6195.33 Open G-2-Q 10094.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93502.09 >4 Yr <= 5 Yr 9962.62 Open G-3-Q 2245.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14628.87 >4 Yr <= 5 Yr 610.18 91-180 Days S-5-Q 2270.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27879.97 >4 Yr <= 5 Yr 3699.36 <30 Days S-6-Q 3725.53 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32815.11 >4 Yr <= 5 Yr 4474.92 30-90 Days S-7-Q 4829.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40563.79 >4 Yr <= 5 Yr 2498.85 30-90 Days E-1-Q 891.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105040.85 >4 Yr <= 5 Yr 5122.42 30-90 Days E-2-Q 15563.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73907.86 >4 Yr <= 5 Yr 5657.74 <30 Days IG-1-Q 7404.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5002.48 >4 Yr <= 5 Yr 396.90 <30 Days IG-2-Q 115.58 No Legal