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 61740.57 Day 12 2364.32 30-90 Days A-2-Q 10122.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49054.75 Day 12 6240.72 Open A-3-Q 9797.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2182.41 Day 12 2.94 <30 Days A-4-Q 241.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57473.16 Day 12 8287.64 91-180 Days A-5-Q 6791.11 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17339.66 Day 12 1801.00 30-90 Days CB-1-Q 1412.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13535.02 Day 12 1135.22 91-180 Days CB-2-Q 1074.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17843.91 Day 12 1458.36 30-90 Days S-1-Q 3168.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5401.06 Day 12 552.23 30-90 Days S-2-Q 885.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44387.24 Day 12 3040.23 91-180 Days S-3-Q 2206.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16771.73 Day 12 1279.21 <30 Days S-4-Q 1581.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8662.56 Day 12 965.89 30-90 Days CB-3-Q 847.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66506.31 Day 12 2822.85 <30 Days G-1-Q 4013.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5089.07 Day 12 210.96 Open G-2-Q 282.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101082.36 Day 12 9614.40 <30 Days G-3-Q 11808.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36298.31 Day 12 5208.34 <30 Days S-5-Q 5719.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112907.34 Day 12 595.52 91-180 Days S-6-Q 17649.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 689.27 Day 12 77.66 30-90 Days S-7-Q 79.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69489.63 Day 12 2606.47 Open E-1-Q 7111.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89070.65 Day 12 10058.43 <30 Days E-2-Q 13433.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28804.47 Day 12 441.20 <30 Days IG-1-Q 2972.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61789.57 Day 12 339.14 91-180 Days IG-2-Q 10634.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64033.58 Day 12 4300.01 Open C-1 4280.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78426.57 Day 12 4781.34 Open CB-4 15453.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97949.52 Day 12 782.89 30-90 Days E-10 11265.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97421.62 Day 12 3741.79 30-90 Days E-3 8590.21 Yes Liberty Wealth Management LLC Risk Management