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 22650.14 Day 9 261.78 <30 Days L-3 3495.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58110.28 Day 9 3296.85 Open L-4 8982.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24942.76 Day 9 953.35 Open L-5 3624.32 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50541.92 Day 9 4184.86 <30 Days L-6 1690.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22221.38 Day 9 160.19 Open L-7 3128.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20366.60 Day 9 1410.24 30-90 Days L-8 3681.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70356.61 Day 9 8428.43 91-180 Days L-9 7219.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61049.39 Day 9 3882.30 91-180 Days LC-1 6561.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5787.90 Day 9 572.14 91-180 Days LC-2 1059.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25796.06 Day 9 3254.84 <30 Days N-1 3234.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74382.02 Day 9 1320.86 30-90 Days N-2 9416.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107495.94 Day 9 10645.75 91-180 Days N-3 192.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3786.34 Day 9 359.85 91-180 Days N-4 725.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91940.48 Day 9 3894.17 30-90 Days N-5 7092.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38282.09 Day 9 2569.64 <30 Days N-6 6203.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62827.69 Day 9 3800.71 30-90 Days N-7 12209.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50402.93 Day 9 6474.36 91-180 Days P-1 5929.53 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35208.04 Day 9 1588.19 91-180 Days P-2 6032.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51146.94 Day 9 1258.88 91-180 Days S-8 8880.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96287.07 Day 9 7806.38 91-180 Days Y-1 15208.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50775.92 Day 9 5456.44 Open Y-2 8009.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60294.20 Day 9 2620.75 91-180 Days Y-3 5148.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41001.75 Day 9 1108.39 30-90 Days Y-4 3183.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76719.61 Day 9 6869.32 30-90 Days Z-1 14688.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82376.34 Day 9 3714.16 Open A-2 6907.85 Yes Liberty International Finance Ltd. Finance