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 105340.15 >3 Yr <= 4 Yr 5173.13 91-180 Days N-3 8278.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38864.64 >3 Yr <= 4 Yr 1498.82 91-180 Days N-4 1678.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93850.21 >3 Yr <= 4 Yr 7933.64 <30 Days N-5 14344.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 21811.24 >3 Yr <= 4 Yr 3017.59 Open N-6 2571.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 109058.49 >3 Yr <= 4 Yr 11346.95 Open N-7 4830.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 76310.59 >3 Yr <= 4 Yr 9622.43 <30 Days P-1 9579.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5646.56 >3 Yr <= 4 Yr 159.46 Open P-2 280.53 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 91542.47 >3 Yr <= 4 Yr 11183.26 <30 Days S-8 14329.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 63764.59 >3 Yr <= 4 Yr 4190.98 30-90 Days Y-1 7683.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 53122.03 >3 Yr <= 4 Yr 7012.91 30-90 Days Y-2 2429.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 107934.56 >3 Yr <= 4 Yr 15120.15 30-90 Days Y-3 3565.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 105357.26 >3 Yr <= 4 Yr 3646.98 <30 Days Y-4 6756.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28583.28 >3 Yr <= 4 Yr 3016.03 Open Z-1 3625.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58057.92 >3 Yr <= 4 Yr 924.12 Open A-2 11075.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 70860.76 >3 Yr <= 4 Yr 8870.84 91-180 Days A-3 1119.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69371.93 >3 Yr <= 4 Yr 7696.02 <30 Days A-4 9267.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 11428.18 >3 Yr <= 4 Yr 31.83 30-90 Days A-5 1366.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 89007.95 >3 Yr <= 4 Yr 13343.21 <30 Days CB-1 17689.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 25061.17 >3 Yr <= 4 Yr 3577.44 30-90 Days CB-2 650.88 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 77423.16 >3 Yr <= 4 Yr 11143.38 30-90 Days CB-3 2698.56 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 99675.87 >3 Yr <= 4 Yr 13758.00 Open E-1 17542.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 78823.54 >3 Yr <= 4 Yr 9083.43 30-90 Days E-2 2760.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 86520.44 >3 Yr <= 4 Yr 9534.13 30-90 Days G-1 2539.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 78882.78 >3 Yr <= 4 Yr 7007.81 30-90 Days G-2 4559.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 55700.48 >3 Yr <= 4 Yr 5241.07 30-90 Days G-3 7858.02 No Risk Management