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 Sovereign Yes 106664.34 >= 1 Yr <= 2 Yr 8680.39 Open L-7 5616.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2748.56 >= 1 Yr <= 2 Yr 262.32 <30 Days L-8 96.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49481.57 >= 1 Yr <= 2 Yr 6195.07 91-180 Days L-9 5675.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43680.77 >= 1 Yr <= 2 Yr 2624.51 30-90 Days LC-1 7672.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11779.62 >= 1 Yr <= 2 Yr 1766.92 30-90 Days LC-2 1540.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80695.12 >= 1 Yr <= 2 Yr 876.56 91-180 Days N-1 6348.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47362.84 >= 1 Yr <= 2 Yr 5327.51 30-90 Days N-2 7772.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68037.66 >= 1 Yr <= 2 Yr 901.03 30-90 Days N-3 3610.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104659.53 >= 1 Yr <= 2 Yr 5236.02 30-90 Days N-4 10433.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15101.37 >= 1 Yr <= 2 Yr 1168.29 30-90 Days N-5 180.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92219.81 >= 1 Yr <= 2 Yr 8067.63 91-180 Days N-6 3794.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32040.96 >= 1 Yr <= 2 Yr 2018.32 <30 Days N-7 3486.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96295.59 >= 1 Yr <= 2 Yr 4915.03 91-180 Days P-1 6646.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56263.64 >= 1 Yr <= 2 Yr 1692.72 91-180 Days P-2 7896.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 919.58 >= 1 Yr <= 2 Yr 43.01 Open S-8 79.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60415.64 >= 1 Yr <= 2 Yr 1589.74 <30 Days Y-1 3125.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83593.42 >= 1 Yr <= 2 Yr 2016.28 Open Y-2 11695.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16053.25 >= 1 Yr <= 2 Yr 682.41 <30 Days Y-3 1966.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26815.29 >= 1 Yr <= 2 Yr 3109.48 91-180 Days Y-4 2485.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10768.81 >= 1 Yr <= 2 Yr 1181.63 <30 Days Z-1 917.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51317.16 >= 1 Yr <= 2 Yr 5396.17 91-180 Days A-2 9491.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52629.07 >= 1 Yr <= 2 Yr 3950.32 30-90 Days A-3 10211.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35894.50 >= 1 Yr <= 2 Yr 1103.47 91-180 Days A-4 387.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57362.59 >= 1 Yr <= 2 Yr 485.65 <30 Days A-5 9849.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111132.81 >= 1 Yr <= 2 Yr 13152.18 30-90 Days CB-1 13016.75 Yes Liberty Capital Markets Inc. Risk Management