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 3233.29 Day 8 345.18 91-180 Days S-1-Q 205.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100532.33 Day 8 19.50 30-90 Days S-2-Q 13718.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10372.41 Day 8 414.38 <30 Days S-3-Q 2038.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55292.74 Day 8 7878.12 91-180 Days S-4-Q 8971.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65038.75 Day 8 4490.93 30-90 Days CB-3-Q 622.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73636.80 Day 8 4030.92 91-180 Days G-1-Q 9132.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40426.12 Day 8 3247.73 30-90 Days G-2-Q 5733.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42978.00 Day 8 2671.83 <30 Days G-3-Q 7765.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49076.60 Day 8 3732.96 30-90 Days S-5-Q 3523.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103326.28 Day 8 14296.59 Open S-6-Q 8965.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68821.47 Day 8 213.22 91-180 Days S-7-Q 4009.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87380.35 Day 8 11587.92 30-90 Days E-1-Q 17441.70 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10777.77 Day 8 670.55 Open E-2-Q 1904.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101290.56 Day 8 8637.45 91-180 Days IG-1-Q 19609.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113571.41 Day 8 13685.21 Open IG-2-Q 12159.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71728.81 Day 8 4065.27 30-90 Days C-1 10091.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95698.66 Day 8 5802.16 30-90 Days CB-4 9591.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13173.01 Day 8 118.25 <30 Days E-10 1487.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73496.37 Day 8 5160.31 30-90 Days E-3 12783.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84993.13 Day 8 6955.22 <30 Days E-4 15351.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6821.07 Day 8 434.80 91-180 Days E-5 1108.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110827.00 Day 8 9653.74 Open E-6 18602.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25042.05 Day 8 386.76 30-90 Days E-7 70.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79649.87 Day 8 6975.20 <30 Days E-8 4492.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15667.23 Day 8 1630.45 Open E-9 1000.82 Yes Liberty International Finance Ltd. Risk Management