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 100186.03 121 - 150 Days 1454.67 <30 Days E-8 17200.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 113116.59 121 - 150 Days 7402.54 91-180 Days E-9 22355.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43506.29 121 - 150 Days 2919.52 Open G-4 5519.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29301.69 121 - 150 Days 1423.29 <30 Days IG-3 3911.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93244.83 121 - 150 Days 4.84 Open IG-4 7989.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1764.93 121 - 150 Days 127.83 <30 Days IG-5 169.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17183.68 121 - 150 Days 265.95 91-180 Days IG-6 732.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50191.25 121 - 150 Days 2697.66 91-180 Days IG-7 4322.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 300.53 121 - 150 Days 27.27 91-180 Days IG-8 37.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23532.55 121 - 150 Days 1199.63 Open L-1 3093.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71244.43 121 - 150 Days 3651.02 <30 Days L-10 10694.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31844.92 121 - 150 Days 2142.82 91-180 Days L-11 5992.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63087.87 121 - 150 Days 6368.46 <30 Days L-2 4937.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76696.58 121 - 150 Days 3888.40 <30 Days L-3 7227.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50679.84 121 - 150 Days 4739.68 91-180 Days L-4 585.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29975.36 121 - 150 Days 1638.95 <30 Days L-5 1977.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58869.56 121 - 150 Days 2807.75 91-180 Days L-6 1802.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75431.85 121 - 150 Days 5028.81 30-90 Days L-7 11203.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68826.37 121 - 150 Days 535.12 <30 Days L-8 8864.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9638.49 121 - 150 Days 1264.23 Open L-9 1786.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21836.05 121 - 150 Days 2572.88 Open LC-1 292.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10953.28 121 - 150 Days 1296.51 91-180 Days LC-2 875.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65013.69 121 - 150 Days 3517.24 30-90 Days N-1 7504.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18587.20 121 - 150 Days 1535.80 30-90 Days N-2 513.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23331.79 121 - 150 Days 1590.03 91-180 Days N-3 4386.58 No Risk Management