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 Non-Financial Corporate No 99706.64 61 - 67 Days 8427.31 91-180 Days G-1-Q 2842.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 31725.70 61 - 67 Days 2481.59 Open G-2-Q 4254.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 55782.87 61 - 67 Days 1207.77 91-180 Days G-3-Q 1700.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 97674.48 61 - 67 Days 6213.50 91-180 Days S-5-Q 8646.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77004.83 61 - 67 Days 6178.42 Open S-6-Q 11686.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77647.84 61 - 67 Days 2786.00 91-180 Days S-7-Q 9606.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 6050.96 61 - 67 Days 634.11 Open E-1-Q 209.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 50114.27 61 - 67 Days 4248.88 <30 Days E-2-Q 4040.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 34004.58 61 - 67 Days 4535.01 91-180 Days IG-1-Q 5270.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 50176.45 61 - 67 Days 3322.13 Open IG-2-Q 1197.31 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 50901.87 61 - 67 Days 120.80 91-180 Days C-1 498.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30775.31 61 - 67 Days 4283.77 Open CB-4 6103.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 112146.43 61 - 67 Days 597.31 Open E-10 15572.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 76617.06 61 - 67 Days 5294.25 30-90 Days E-3 5114.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 47812.57 61 - 67 Days 4720.34 30-90 Days E-4 5575.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 8634.20 61 - 67 Days 242.11 Open E-5 1114.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 80969.50 61 - 67 Days 5966.81 Open E-6 2588.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 13330.31 61 - 67 Days 1267.34 30-90 Days E-7 954.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 44775.49 61 - 67 Days 3342.25 30-90 Days E-8 1340.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 5600.73 61 - 67 Days 440.70 Open E-9 504.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 43230.59 61 - 67 Days 163.36 <30 Days G-4 4044.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 94419.67 61 - 67 Days 11895.56 Open IG-3 10312.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 74816.14 61 - 67 Days 3619.19 <30 Days IG-4 11525.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 33251.13 61 - 67 Days 614.71 91-180 Days IG-5 4217.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 91593.54 61 - 67 Days 7435.09 30-90 Days IG-6 708.18 No Risk Management