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 Other Supervised Non-Bank Financial Entity Yes 25839.53 >= 1 Yr <= 2 Yr 369.64 91-180 Days E-1-Q 1733.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 89336.61 >= 1 Yr <= 2 Yr 10307.03 Open E-2-Q 13022.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 7992.64 >= 1 Yr <= 2 Yr 1107.17 30-90 Days IG-1-Q 231.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 80743.21 >= 1 Yr <= 2 Yr 43.30 <30 Days IG-2-Q 5059.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 61911.56 >= 1 Yr <= 2 Yr 6188.61 91-180 Days C-1 10324.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 73464.47 >= 1 Yr <= 2 Yr 7317.93 Open CB-4 1639.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 4045.19 >= 1 Yr <= 2 Yr 234.93 91-180 Days E-10 523.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 22400.88 >= 1 Yr <= 2 Yr 1275.22 <30 Days E-3 688.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 56936.49 >= 1 Yr <= 2 Yr 4905.68 30-90 Days E-4 6361.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 26979.32 >= 1 Yr <= 2 Yr 963.97 <30 Days E-5 3014.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 101634.57 >= 1 Yr <= 2 Yr 9885.53 Open E-6 16473.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 58117.63 >= 1 Yr <= 2 Yr 236.14 Open E-7 960.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 95770.84 >= 1 Yr <= 2 Yr 6595.13 91-180 Days E-8 4106.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 65365.31 >= 1 Yr <= 2 Yr 4853.02 Open E-9 10847.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 100161.00 >= 1 Yr <= 2 Yr 10872.19 <30 Days G-4 1310.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 102589.28 >= 1 Yr <= 2 Yr 10188.77 91-180 Days IG-3 6257.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 100028.10 >= 1 Yr <= 2 Yr 9999.26 91-180 Days IG-4 15696.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 59200.54 >= 1 Yr <= 2 Yr 6634.28 <30 Days IG-5 6303.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 109250.21 >= 1 Yr <= 2 Yr 14462.11 30-90 Days IG-6 13744.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 96807.71 >= 1 Yr <= 2 Yr 9901.41 <30 Days IG-7 5126.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 107345.41 >= 1 Yr <= 2 Yr 11292.14 <30 Days IG-8 4439.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 113322.11 >= 1 Yr <= 2 Yr 1486.58 Open L-1 346.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 60725.68 >= 1 Yr <= 2 Yr 2454.11 30-90 Days L-10 951.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 15089.15 >= 1 Yr <= 2 Yr 1292.96 30-90 Days L-11 903.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 106898.22 >= 1 Yr <= 2 Yr 7511.03 Open L-2 6903.36 No Operations