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 113017.40 >5 Yr 3281.02 91-180 Days L-3 4156.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18136.59 >5 Yr 1924.78 30-90 Days L-4 47.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104598.92 >5 Yr 4972.41 91-180 Days L-5 1754.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10472.09 >5 Yr 1186.14 30-90 Days L-6 2022.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10808.61 >5 Yr 477.37 Open L-7 1026.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79164.29 >5 Yr 5949.97 Open L-8 10992.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19884.78 >5 Yr 1724.28 <30 Days L-9 856.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16461.52 >5 Yr 1064.97 30-90 Days LC-1 2582.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89469.41 >5 Yr 1386.83 30-90 Days LC-2 898.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93384.21 >5 Yr 8140.29 <30 Days N-1 10036.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82256.41 >5 Yr 5261.01 91-180 Days N-2 883.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5777.22 >5 Yr 840.92 <30 Days N-3 1068.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102110.13 >5 Yr 5756.91 <30 Days N-4 14314.83 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7279.87 >5 Yr 354.21 30-90 Days N-5 1178.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69027.45 >5 Yr 6845.97 <30 Days N-6 9991.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79614.76 >5 Yr 9907.01 91-180 Days N-7 7444.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59374.00 >5 Yr 5661.85 Open P-1 1235.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11095.35 >5 Yr 1163.73 30-90 Days P-2 2215.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60755.23 >5 Yr 4890.35 <30 Days S-8 5966.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18716.30 >5 Yr 2158.19 30-90 Days Y-1 1332.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39435.89 >5 Yr 5372.16 91-180 Days Y-2 1066.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14135.42 >5 Yr 1690.70 30-90 Days Y-3 29.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98715.29 >5 Yr 4141.17 Open Y-4 11345.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26576.95 >5 Yr 11.82 91-180 Days Z-1 3957.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53055.45 >5 Yr 6821.94 91-180 Days A-2 8201.12 Yes Liberty Wealth Management LLC Treasury