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 No 75857.58 Day 28 8754.78 Open G-1-Q 12683.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51470.10 Day 28 7714.00 Open G-2-Q 55.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47036.34 Day 28 3552.10 30-90 Days G-3-Q 1168.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42300.53 Day 28 4063.34 91-180 Days S-5-Q 363.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57484.63 Day 28 4307.23 30-90 Days S-6-Q 3572.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60582.09 Day 28 813.74 91-180 Days S-7-Q 12062.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35729.76 Day 28 3044.34 <30 Days E-1-Q 6357.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79250.80 Day 28 8460.95 <30 Days E-2-Q 7020.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80788.35 Day 28 2550.67 <30 Days IG-1-Q 12296.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87212.00 Day 28 8113.67 30-90 Days IG-2-Q 4391.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56065.08 Day 28 3195.58 30-90 Days C-1 1882.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49554.55 Day 28 3254.40 30-90 Days CB-4 751.64 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56967.51 Day 28 6622.65 91-180 Days E-10 1260.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65034.02 Day 28 7008.52 30-90 Days E-3 6554.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5962.30 Day 28 732.73 <30 Days E-4 417.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10813.48 Day 28 259.58 <30 Days E-5 1148.25 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19399.51 Day 28 631.73 30-90 Days E-6 3838.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55070.09 Day 28 7465.46 91-180 Days E-7 1805.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22050.26 Day 28 3296.76 91-180 Days E-8 804.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47915.81 Day 28 2534.67 <30 Days E-9 1066.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17815.35 Day 28 1132.73 Open G-4 1475.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17.14 Day 28 2.22 91-180 Days IG-3 1.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11325.33 Day 28 1693.52 91-180 Days IG-4 1381.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18630.13 Day 28 1360.81 91-180 Days IG-5 2954.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5462.08 Day 28 725.37 Open IG-6 436.29 Yes Liberty Mortgage Services Corp. Treasury