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 Bank Yes 110614.24 Day 5 13963.49 <30 Days S-4 15290.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17113.96 Day 5 1108.92 Open S-5 2272.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102623.26 Day 5 4909.88 <30 Days S-6 8203.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91572.84 Day 5 4159.71 30-90 Days S-7 14858.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44861.16 Day 6 830.74 Open A-0-Q 6196.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14067.86 Day 6 1221.05 91-180 Days A-1-Q 311.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37065.77 Day 6 611.84 91-180 Days A-2-Q 3018.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71684.58 Day 6 6451.88 Open A-3-Q 5643.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13328.14 Day 6 53.10 Open A-4-Q 379.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55458.46 Day 6 100.80 <30 Days A-5-Q 3091.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22289.29 Day 6 1578.49 30-90 Days CB-1-Q 2800.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52009.45 Day 6 7485.45 30-90 Days CB-2-Q 2506.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77639.15 Day 6 9271.02 30-90 Days S-1-Q 1631.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60730.58 Day 6 5502.81 30-90 Days S-2-Q 1021.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61226.09 Day 6 7032.08 91-180 Days S-3-Q 3668.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79822.63 Day 6 5159.70 Open S-4-Q 313.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26378.04 Day 6 3653.21 Open CB-3-Q 4163.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47972.74 Day 6 4402.05 <30 Days G-1-Q 9005.30 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82295.97 Day 6 3108.51 <30 Days G-2-Q 9120.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25564.72 Day 6 767.46 91-180 Days G-3-Q 3233.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37688.63 Day 6 5278.79 30-90 Days S-5-Q 1091.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52776.35 Day 6 6168.94 30-90 Days S-6-Q 8047.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52928.02 Day 6 65.07 <30 Days S-7-Q 499.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82868.32 Day 6 4215.60 91-180 Days E-1-Q 1976.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8822.04 Day 6 1204.76 <30 Days E-2-Q 447.32 No Treasury