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 94291.16 271 - 364 Days 7026.63 Open E-2 7480.99 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41708.38 271 - 364 Days 4621.38 30-90 Days G-1 1545.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 79455.16 271 - 364 Days 584.52 <30 Days G-2 1981.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 31355.64 271 - 364 Days 3730.13 91-180 Days G-3 5816.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 12371.98 271 - 364 Days 1008.42 30-90 Days IG-1 2084.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 36008.84 271 - 364 Days 530.53 Open IG-2 5820.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 7700.91 271 - 364 Days 166.29 30-90 Days S-1 1019.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 5196.70 271 - 364 Days 769.02 91-180 Days S-2 982.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 87287.11 271 - 364 Days 2198.76 Open S-3 14404.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 91583.76 271 - 364 Days 6093.18 Open S-4 10416.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 110125.59 271 - 364 Days 9604.81 30-90 Days S-5 15172.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 103538.80 271 - 364 Days 8231.51 91-180 Days S-6 14835.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 97232.70 271 - 364 Days 10699.59 91-180 Days S-7 4872.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 11893.31 >= 1 Yr <= 2 Yr 1504.47 <30 Days A-0-Q 2168.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 99358.55 >= 1 Yr <= 2 Yr 6169.38 <30 Days A-1-Q 11272.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 109763.07 >= 1 Yr <= 2 Yr 6.70 <30 Days A-2-Q 458.83 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 74681.32 >= 1 Yr <= 2 Yr 7642.16 <30 Days A-3-Q 12383.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 48433.35 >= 1 Yr <= 2 Yr 4077.39 30-90 Days A-4-Q 1005.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 57854.15 >= 1 Yr <= 2 Yr 7614.16 30-90 Days A-5-Q 971.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 63360.25 >= 1 Yr <= 2 Yr 1928.84 91-180 Days CB-1-Q 6620.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 111604.91 >= 1 Yr <= 2 Yr 1198.52 91-180 Days CB-2-Q 14804.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 53932.22 >= 1 Yr <= 2 Yr 110.06 30-90 Days S-1-Q 114.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 2737.11 >= 1 Yr <= 2 Yr 322.76 91-180 Days S-2-Q 212.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 99943.87 >= 1 Yr <= 2 Yr 1443.55 Open S-3-Q 2139.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77632.81 >= 1 Yr <= 2 Yr 6342.75 <30 Days S-4-Q 5101.76 Yes Liberty Capital Markets Inc. Operations