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 Broker-Dealer Yes 91356.06 >4 Yr <= 5 Yr 10941.49 30-90 Days E-1-Q 1639.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 13132.30 >4 Yr <= 5 Yr 960.38 91-180 Days E-2-Q 684.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 6347.21 >4 Yr <= 5 Yr 361.85 30-90 Days IG-1-Q 809.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15387.26 >4 Yr <= 5 Yr 2192.69 91-180 Days IG-2-Q 2174.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 75146.86 >4 Yr <= 5 Yr 8921.89 <30 Days C-1 2086.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 35333.54 >4 Yr <= 5 Yr 1388.09 91-180 Days CB-4 601.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 59008.15 >4 Yr <= 5 Yr 1487.09 <30 Days E-10 1125.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 8387.56 >4 Yr <= 5 Yr 954.19 Open E-3 811.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 90827.02 >4 Yr <= 5 Yr 8330.54 91-180 Days E-4 9240.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 27483.10 >4 Yr <= 5 Yr 3606.45 30-90 Days E-5 898.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 31088.48 >4 Yr <= 5 Yr 3592.25 Open E-6 3977.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 18930.67 >4 Yr <= 5 Yr 2341.38 <30 Days E-7 2573.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 5837.70 >4 Yr <= 5 Yr 572.15 Open E-8 838.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60125.34 >4 Yr <= 5 Yr 6991.69 30-90 Days E-9 6138.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 17074.32 >4 Yr <= 5 Yr 438.02 91-180 Days G-4 598.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 23675.66 >4 Yr <= 5 Yr 2631.80 <30 Days IG-3 214.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 36199.58 >4 Yr <= 5 Yr 2306.30 <30 Days IG-4 1877.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 102351.89 >4 Yr <= 5 Yr 5239.35 <30 Days IG-5 6043.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 112560.15 >4 Yr <= 5 Yr 7194.34 30-90 Days IG-6 12415.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 31669.06 >4 Yr <= 5 Yr 1480.11 30-90 Days IG-7 2219.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 58760.60 >4 Yr <= 5 Yr 7549.19 Open IG-8 5763.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 43649.01 >4 Yr <= 5 Yr 1694.16 <30 Days L-1 6949.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 64864.55 >4 Yr <= 5 Yr 4480.86 91-180 Days L-10 1664.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 12645.90 >4 Yr <= 5 Yr 1695.34 91-180 Days L-11 1058.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 11574.34 >4 Yr <= 5 Yr 1103.46 Open L-2 1214.32 Yes Liberty Mortgage Services Corp. Risk Management