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 No 11485.00 >3 Yr <= 4 Yr 774.25 <30 Days S-5-Q 129.61 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 79122.48 >3 Yr <= 4 Yr 5217.28 <30 Days S-6-Q 9158.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 110760.87 >3 Yr <= 4 Yr 10245.00 30-90 Days S-7-Q 19639.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 142.77 >3 Yr <= 4 Yr 14.80 91-180 Days E-1-Q 7.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 65250.91 >3 Yr <= 4 Yr 3340.45 Open E-2-Q 5241.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 16858.92 >3 Yr <= 4 Yr 354.10 91-180 Days IG-1-Q 2411.60 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 Yes 104507.25 >3 Yr <= 4 Yr 11878.04 91-180 Days IG-2-Q 11014.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 80888.52 >3 Yr <= 4 Yr 3460.68 30-90 Days C-1 5853.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 2528.84 >3 Yr <= 4 Yr 79.92 <30 Days CB-4 468.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 14749.97 >3 Yr <= 4 Yr 1209.87 91-180 Days E-10 224.51 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 Yes 74211.36 >3 Yr <= 4 Yr 4966.93 30-90 Days E-3 1017.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 48639.07 >3 Yr <= 4 Yr 4479.41 91-180 Days E-4 3324.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 94710.91 >3 Yr <= 4 Yr 8872.65 Open E-5 16244.65 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 Yes 70941.08 >3 Yr <= 4 Yr 8485.34 Open E-6 11837.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 30281.36 >3 Yr <= 4 Yr 2786.59 <30 Days E-7 862.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 27897.59 >3 Yr <= 4 Yr 1290.61 Open E-8 5513.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 23309.16 >3 Yr <= 4 Yr 1062.43 30-90 Days E-9 1629.20 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 54052.00 >3 Yr <= 4 Yr 2567.62 Open G-4 10118.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 62753.70 >3 Yr <= 4 Yr 4049.69 <30 Days IG-3 8808.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 110941.38 >3 Yr <= 4 Yr 15902.69 91-180 Days IG-4 6927.22 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 Yes 88556.09 >3 Yr <= 4 Yr 7765.60 <30 Days IG-5 8496.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 42223.42 >3 Yr <= 4 Yr 2945.27 91-180 Days IG-6 4867.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 76947.95 >3 Yr <= 4 Yr 4955.17 91-180 Days IG-7 4831.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 25902.91 >3 Yr <= 4 Yr 2254.08 30-90 Days IG-8 3567.15 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 Yes 56470.31 >3 Yr <= 4 Yr 3089.04 30-90 Days L-1 5116.72 No Risk Management