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 38188.53 61 - 67 Days 5238.36 91-180 Days Y-1 915.74 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 28661.85 61 - 67 Days 3413.90 <30 Days Y-2 2647.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 62143.10 61 - 67 Days 3900.23 Open Y-3 11707.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 106736.74 61 - 67 Days 9911.28 Open Y-4 673.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 51351.60 61 - 67 Days 4065.39 <30 Days Z-1 2560.24 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2165.13 61 - 67 Days 273.22 <30 Days A-2 277.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 37225.86 61 - 67 Days 2035.78 <30 Days A-3 5992.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 91785.86 61 - 67 Days 5907.70 91-180 Days A-4 2542.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 69870.56 61 - 67 Days 1829.65 <30 Days A-5 7598.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 46742.30 61 - 67 Days 631.82 30-90 Days CB-1 4099.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 107653.39 61 - 67 Days 9.30 Open CB-2 8824.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 60230.74 61 - 67 Days 3537.38 30-90 Days CB-3 4983.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 23220.04 61 - 67 Days 887.92 91-180 Days E-1 2.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 68159.60 61 - 67 Days 7378.87 <30 Days E-2 7651.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 113062.87 61 - 67 Days 11860.53 30-90 Days G-1 1019.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 75988.87 61 - 67 Days 1183.47 30-90 Days G-2 7164.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61941.91 61 - 67 Days 7947.51 Open G-3 2827.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 36996.09 61 - 67 Days 1368.69 30-90 Days IG-1 6983.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35717.91 61 - 67 Days 1214.13 30-90 Days IG-2 1403.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 85958.86 61 - 67 Days 3319.56 30-90 Days S-1 2434.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 81983.79 61 - 67 Days 12041.37 91-180 Days S-2 1746.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 68564.64 61 - 67 Days 5018.39 <30 Days S-3 1062.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 63436.35 61 - 67 Days 8577.20 30-90 Days S-4 1256.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 72121.68 61 - 67 Days 3589.72 Open S-5 12943.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 24879.64 61 - 67 Days 272.31 91-180 Days S-6 2832.88 Yes Liberty Mortgage Services Corp. Legal