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 Financial Market Utility No 89717.13 >2 Yr <= 3 Yr 13138.93 <30 Days A-3 5059.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 85370.47 >2 Yr <= 3 Yr 10618.27 30-90 Days A-4 11298.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 83071.78 >2 Yr <= 3 Yr 7426.96 91-180 Days A-5 10776.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 70509.64 >2 Yr <= 3 Yr 6888.60 <30 Days CB-1 4069.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 35965.83 >2 Yr <= 3 Yr 4091.48 <30 Days CB-2 4289.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 73664.59 >2 Yr <= 3 Yr 3951.41 91-180 Days CB-3 8474.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10284.71 >2 Yr <= 3 Yr 1441.86 Open E-1 842.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 17988.73 >2 Yr <= 3 Yr 1291.37 Open E-2 1883.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 7963.27 >2 Yr <= 3 Yr 156.64 91-180 Days G-1 925.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99530.40 >2 Yr <= 3 Yr 8220.58 Open G-2 2654.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 113145.54 >2 Yr <= 3 Yr 16565.06 91-180 Days G-3 22228.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 98755.93 >2 Yr <= 3 Yr 7106.62 30-90 Days IG-1 787.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79809.65 >2 Yr <= 3 Yr 7229.46 Open IG-2 6993.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 113448.11 >2 Yr <= 3 Yr 2127.50 91-180 Days S-1 15433.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 25006.30 >2 Yr <= 3 Yr 3426.11 30-90 Days S-2 4776.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42727.05 >2 Yr <= 3 Yr 4161.35 91-180 Days S-3 2733.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 32682.92 >2 Yr <= 3 Yr 4523.07 91-180 Days S-4 1986.40 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31331.21 >2 Yr <= 3 Yr 1825.05 <30 Days S-5 1839.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 35377.74 >2 Yr <= 3 Yr 5248.51 <30 Days S-6 1162.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 30152.17 >2 Yr <= 3 Yr 304.74 91-180 Days S-7 4947.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 20128.35 >3 Yr <= 4 Yr 1504.28 30-90 Days A-0-Q 2854.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 44885.02 >3 Yr <= 4 Yr 2859.57 Open A-1-Q 7980.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66955.19 >3 Yr <= 4 Yr 48.33 <30 Days A-2-Q 2007.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 73902.68 >3 Yr <= 4 Yr 4522.03 91-180 Days A-3-Q 1469.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 75486.41 >3 Yr <= 4 Yr 6650.47 30-90 Days A-4-Q 6830.04 Yes Liberty Mortgage Services Corp. Treasury