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 7990.75 >2 Yr <= 3 Yr 1127.59 91-180 Days L-7 903.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 29288.10 >2 Yr <= 3 Yr 4366.81 Open L-8 748.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 48666.00 >2 Yr <= 3 Yr 3016.36 Open L-9 9292.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18873.88 >2 Yr <= 3 Yr 874.47 <30 Days LC-1 3504.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 79128.22 >2 Yr <= 3 Yr 429.88 Open LC-2 13656.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 87656.36 >2 Yr <= 3 Yr 10995.48 Open N-1 21.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 63068.30 >2 Yr <= 3 Yr 3342.74 30-90 Days N-2 2255.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 110626.40 >2 Yr <= 3 Yr 12892.97 <30 Days N-3 16626.35 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 26928.58 >2 Yr <= 3 Yr 2839.20 Open N-4 3561.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 88299.12 >2 Yr <= 3 Yr 1468.16 Open N-5 271.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 18461.84 >2 Yr <= 3 Yr 290.93 Open N-6 360.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 83030.24 >2 Yr <= 3 Yr 8302.20 30-90 Days N-7 3786.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 16971.92 >2 Yr <= 3 Yr 1520.69 91-180 Days P-1 1790.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 71318.27 >2 Yr <= 3 Yr 4394.16 Open P-2 3002.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 97278.62 >2 Yr <= 3 Yr 11104.83 91-180 Days S-8 9976.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 40609.90 >2 Yr <= 3 Yr 2560.03 30-90 Days Y-1 377.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38671.66 >2 Yr <= 3 Yr 3626.19 <30 Days Y-2 5200.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 2726.89 >2 Yr <= 3 Yr 383.15 91-180 Days Y-3 372.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 9968.46 >2 Yr <= 3 Yr 977.84 91-180 Days Y-4 1735.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 36882.13 >2 Yr <= 3 Yr 881.84 30-90 Days Z-1 5585.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 59985.98 >2 Yr <= 3 Yr 3246.71 91-180 Days A-2 1982.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2799.58 >2 Yr <= 3 Yr 103.36 <30 Days A-3 320.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 107870.65 >2 Yr <= 3 Yr 14631.21 Open A-4 16845.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 49654.85 >2 Yr <= 3 Yr 5840.99 Open A-5 9323.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 106114.51 >2 Yr <= 3 Yr 15634.05 Open CB-1 15717.69 Yes Liberty International Finance Ltd. Finance