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 74509.40 >5 Yr 8507.65 91-180 Days IG-3 1583.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60412.46 >5 Yr 5112.37 30-90 Days IG-4 7149.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41647.55 >5 Yr 3250.31 Open IG-5 8083.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4641.77 >5 Yr 224.31 30-90 Days IG-6 337.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12767.21 >5 Yr 923.53 91-180 Days IG-7 2504.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71908.00 >5 Yr 8424.62 91-180 Days IG-8 5341.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17059.14 >5 Yr 1215.03 <30 Days L-1 2677.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4426.12 >5 Yr 200.06 91-180 Days L-10 590.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11688.95 >5 Yr 1367.24 91-180 Days L-11 705.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51841.42 >5 Yr 1900.25 Open L-2 2575.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105308.56 >5 Yr 14576.76 91-180 Days L-3 8244.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8238.75 >5 Yr 220.85 Open L-4 511.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30874.23 >5 Yr 229.07 <30 Days L-5 3230.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7059.33 >5 Yr 566.33 <30 Days L-6 70.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99511.68 >5 Yr 7412.17 <30 Days L-7 1040.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38994.77 >5 Yr 4829.06 91-180 Days L-8 2799.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34028.74 >5 Yr 1582.09 30-90 Days L-9 3398.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49095.76 >5 Yr 6793.01 Open LC-1 2938.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61188.05 >5 Yr 2240.61 <30 Days LC-2 10019.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102378.06 >5 Yr 4847.38 30-90 Days N-1 8342.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58185.17 >5 Yr 4927.15 <30 Days N-2 11369.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9110.47 >5 Yr 138.72 30-90 Days N-3 1001.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30497.06 >5 Yr 3160.00 30-90 Days N-4 5917.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8485.04 >5 Yr 355.44 30-90 Days N-5 1331.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82485.47 >5 Yr 6484.28 30-90 Days N-6 2051.78 Yes Liberty Wealth Management LLC Legal