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 64094.88 Day 6 2409.07 30-90 Days IG-5 11694.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2640.15 Day 6 193.08 <30 Days IG-6 514.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25796.89 Day 6 634.98 Open IG-7 2286.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77770.85 Day 6 11642.34 91-180 Days IG-8 10443.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68482.99 Day 6 79.18 Open L-1 6030.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59633.45 Day 6 5362.14 91-180 Days L-10 3301.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29124.19 Day 6 2450.10 Open L-11 4887.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31392.73 Day 6 3885.27 Open L-2 2788.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2272.70 Day 6 186.29 30-90 Days L-3 260.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53117.69 Day 6 6567.70 30-90 Days L-4 1704.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58137.91 Day 6 5904.14 30-90 Days L-5 2962.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49772.71 Day 6 5563.33 Open L-6 5502.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24151.35 Day 6 3365.70 <30 Days L-7 2178.08 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60375.94 Day 6 5420.39 30-90 Days L-8 1438.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63907.67 Day 6 8247.30 91-180 Days L-9 1598.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66526.99 Day 6 7409.36 Open LC-1 12911.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106079.15 Day 6 10051.14 30-90 Days LC-2 4770.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22062.87 Day 6 819.11 30-90 Days N-1 772.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8300.20 Day 6 305.69 Open N-2 970.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101516.69 Day 6 2291.79 30-90 Days N-3 15054.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91692.49 Day 6 12420.73 91-180 Days N-4 10952.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85813.20 Day 6 5713.48 Open N-5 3828.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64315.63 Day 6 3954.06 30-90 Days N-6 3287.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42223.95 Day 6 2322.47 30-90 Days N-7 6600.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67530.90 Day 6 6633.10 Open P-1 13175.50 Yes Liberty Mortgage Services Corp. Finance