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 Yes 83735.54 >= 1 Yr <= 2 Yr 982.34 <30 Days CB-3-Q 15064.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 19257.92 >= 1 Yr <= 2 Yr 806.39 Open G-1-Q 2464.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 104755.06 >= 1 Yr <= 2 Yr 8597.76 <30 Days G-2-Q 15103.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 26564.00 >= 1 Yr <= 2 Yr 232.68 30-90 Days G-3-Q 877.42 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 82806.42 >= 1 Yr <= 2 Yr 3847.82 91-180 Days S-5-Q 15113.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 71.03 >= 1 Yr <= 2 Yr 3.07 91-180 Days S-6-Q 5.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 30393.38 >= 1 Yr <= 2 Yr 349.99 Open S-7-Q 5021.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 73557.80 >= 1 Yr <= 2 Yr 3901.77 Open E-1-Q 13553.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 32852.88 >= 1 Yr <= 2 Yr 1709.17 91-180 Days E-2-Q 2554.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 55257.57 >= 1 Yr <= 2 Yr 7664.09 <30 Days IG-1-Q 9846.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 109404.58 >= 1 Yr <= 2 Yr 11456.97 30-90 Days IG-2-Q 4726.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 73334.83 >= 1 Yr <= 2 Yr 9183.72 91-180 Days C-1 8400.44 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 52846.99 >= 1 Yr <= 2 Yr 6125.02 Open CB-4 8369.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 6362.71 >= 1 Yr <= 2 Yr 867.08 Open E-10 705.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 46317.47 >= 1 Yr <= 2 Yr 1951.16 30-90 Days E-3 6871.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 71976.39 >= 1 Yr <= 2 Yr 8468.50 Open E-4 5747.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61485.62 >= 1 Yr <= 2 Yr 6722.58 <30 Days E-5 786.33 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 15579.81 >= 1 Yr <= 2 Yr 1270.29 Open E-6 1865.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 27518.97 >= 1 Yr <= 2 Yr 2257.79 30-90 Days E-7 5177.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 21275.21 >= 1 Yr <= 2 Yr 2130.11 30-90 Days E-8 2886.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 96216.50 >= 1 Yr <= 2 Yr 9684.13 <30 Days E-9 11705.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 87397.80 >= 1 Yr <= 2 Yr 11670.89 <30 Days G-4 17095.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 75208.68 >= 1 Yr <= 2 Yr 686.95 91-180 Days IG-3 13871.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 10902.12 >= 1 Yr <= 2 Yr 274.67 Open IG-4 1120.88 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 110656.36 >= 1 Yr <= 2 Yr 5024.89 30-90 Days IG-5 6654.27 Yes Liberty International Finance Ltd. Legal