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 74050.08 91 - 120 Days 10081.30 91-180 Days E-2-Q 11578.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9839.46 91 - 120 Days 116.29 30-90 Days IG-1-Q 390.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71995.65 91 - 120 Days 10753.68 91-180 Days IG-2-Q 11325.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34943.92 91 - 120 Days 4620.71 <30 Days C-1 5197.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37177.88 91 - 120 Days 2631.42 30-90 Days CB-4 3333.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71004.59 91 - 120 Days 679.66 Open E-10 8602.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90830.40 91 - 120 Days 5886.20 91-180 Days E-3 6319.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38804.64 91 - 120 Days 4729.50 91-180 Days E-4 7018.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56210.17 91 - 120 Days 425.24 Open E-5 10186.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18734.21 91 - 120 Days 2621.30 91-180 Days E-6 313.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60846.50 91 - 120 Days 3783.27 30-90 Days E-7 1274.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84489.52 91 - 120 Days 2345.73 <30 Days E-8 7399.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17542.44 91 - 120 Days 20.56 Open E-9 2792.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40645.94 91 - 120 Days 1676.68 30-90 Days G-4 7968.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51104.28 91 - 120 Days 676.30 91-180 Days IG-3 7033.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10220.13 91 - 120 Days 1312.07 91-180 Days IG-4 1218.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78422.60 91 - 120 Days 8088.30 Open IG-5 864.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24080.85 91 - 120 Days 2781.46 91-180 Days IG-6 4175.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107241.62 91 - 120 Days 15060.87 <30 Days IG-7 7700.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36590.56 91 - 120 Days 2559.25 Open IG-8 1589.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42295.92 91 - 120 Days 4337.66 <30 Days L-1 7219.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108545.49 91 - 120 Days 2223.37 Open L-10 15867.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94925.70 91 - 120 Days 3197.70 <30 Days L-11 15334.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94623.74 91 - 120 Days 5389.80 Open L-2 8764.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91563.07 91 - 120 Days 9916.79 Open L-3 10315.66 Yes Liberty International Finance Ltd. Risk Management