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 91433.75 Day 12 8378.40 <30 Days E-4 10990.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28245.56 Day 12 2504.31 91-180 Days E-5 4710.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101720.13 Day 12 3472.54 30-90 Days E-6 17868.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42947.43 Day 12 3920.00 <30 Days E-7 4248.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46343.15 Day 12 2172.63 <30 Days E-8 4294.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94823.80 Day 12 10350.79 <30 Days E-9 15051.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18153.72 Day 12 2153.39 <30 Days G-4 2121.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76817.93 Day 12 11130.93 91-180 Days IG-3 10786.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21313.72 Day 12 482.93 <30 Days IG-4 3348.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108935.83 Day 12 15889.85 <30 Days IG-5 21654.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54113.25 Day 12 2926.71 <30 Days IG-6 1100.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110444.87 Day 12 14498.81 91-180 Days IG-7 20666.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68564.76 Day 12 8055.56 <30 Days IG-8 1331.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27247.07 Day 12 3245.98 Open L-1 3880.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28422.11 Day 12 2427.45 Open L-10 2993.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25597.23 Day 12 2693.38 <30 Days L-11 2461.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20978.67 Day 12 2909.34 <30 Days L-2 3039.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40486.87 Day 12 3480.95 30-90 Days L-3 5110.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49801.44 Day 12 1990.64 <30 Days L-4 6027.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73671.79 Day 12 6736.29 91-180 Days L-5 10497.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21174.27 Day 12 2563.44 <30 Days L-6 1899.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23471.73 Day 12 1108.64 30-90 Days L-7 1246.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52739.17 Day 12 6109.73 <30 Days L-8 476.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57181.83 Day 12 5441.30 91-180 Days L-9 10268.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100071.85 Day 12 13028.12 <30 Days LC-1 19663.54 Yes Liberty Mortgage Services Corp. Treasury