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 45075.59 Day 26 6559.95 Open CB-1-Q 6667.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8769.24 Day 26 188.49 <30 Days CB-2-Q 1034.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84214.83 Day 26 7464.08 <30 Days S-1-Q 13992.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95232.48 Day 26 11724.58 91-180 Days S-2-Q 2353.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104587.44 Day 26 6223.21 30-90 Days S-3-Q 3993.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9082.55 Day 26 591.63 30-90 Days S-4-Q 1719.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25591.68 Day 26 3776.98 <30 Days CB-3-Q 1658.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9723.76 Day 26 815.31 91-180 Days G-1-Q 654.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101697.81 Day 26 3542.90 30-90 Days G-2-Q 11020.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9918.81 Day 26 235.99 30-90 Days G-3-Q 1482.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54931.17 Day 26 975.12 Open S-5-Q 8403.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34926.18 Day 26 3980.28 91-180 Days S-6-Q 2408.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87937.76 Day 26 2187.18 <30 Days S-7-Q 9544.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87599.67 Day 26 992.42 Open E-1-Q 7956.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24794.89 Day 26 3673.97 Open E-2-Q 2718.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85432.38 Day 26 1460.69 30-90 Days IG-1-Q 14569.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26181.41 Day 26 490.17 Open IG-2-Q 5232.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1793.15 Day 26 72.05 <30 Days C-1 277.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14315.77 Day 26 1829.95 Open CB-4 2213.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42352.89 Day 26 2512.51 Open E-10 1521.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58043.19 Day 26 6206.56 Open E-3 3513.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109755.34 Day 26 15108.77 Open E-4 12330.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12820.24 Day 26 1289.57 <30 Days E-5 828.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72652.94 Day 26 10574.41 30-90 Days E-6 6179.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79721.43 Day 26 5188.57 <30 Days E-7 1861.09 No Legal