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 108370.47 >3 Yr <= 4 Yr 4796.02 <30 Days S-3 11810.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 10281.08 >3 Yr <= 4 Yr 909.59 91-180 Days S-4 1267.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52802.55 >3 Yr <= 4 Yr 5076.13 30-90 Days S-5 7258.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 53650.74 >3 Yr <= 4 Yr 538.61 <30 Days S-6 4950.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 99756.30 >3 Yr <= 4 Yr 559.22 Open S-7 16102.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 52012.06 >4 Yr <= 5 Yr 3533.85 <30 Days A-0-Q 1965.77 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 19785.15 >4 Yr <= 5 Yr 1040.91 30-90 Days A-1-Q 3404.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 26710.86 >4 Yr <= 5 Yr 597.61 Open A-2-Q 343.18 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 63318.50 >4 Yr <= 5 Yr 7546.69 Open A-3-Q 8470.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 59122.36 >4 Yr <= 5 Yr 486.68 Open A-4-Q 11235.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 113123.14 >4 Yr <= 5 Yr 1783.52 91-180 Days A-5-Q 22247.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 49298.74 >4 Yr <= 5 Yr 5357.71 <30 Days CB-1-Q 8012.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 11983.02 >4 Yr <= 5 Yr 298.83 30-90 Days CB-2-Q 1662.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102510.97 >4 Yr <= 5 Yr 2782.66 30-90 Days S-1-Q 1194.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 83070.82 >4 Yr <= 5 Yr 6969.62 <30 Days S-2-Q 2381.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 55791.77 >4 Yr <= 5 Yr 2706.02 30-90 Days S-3-Q 334.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 107763.51 >4 Yr <= 5 Yr 4884.88 30-90 Days S-4-Q 3383.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 60376.46 >4 Yr <= 5 Yr 5582.83 91-180 Days CB-3-Q 4859.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38663.98 >4 Yr <= 5 Yr 4419.06 Open G-1-Q 6022.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 76788.84 >4 Yr <= 5 Yr 9117.21 91-180 Days G-2-Q 8419.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 80945.92 >4 Yr <= 5 Yr 4148.37 30-90 Days G-3-Q 6573.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 69276.60 >4 Yr <= 5 Yr 4885.98 30-90 Days S-5-Q 11712.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 63426.27 >4 Yr <= 5 Yr 4379.39 Open S-6-Q 11404.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 39454.88 >4 Yr <= 5 Yr 4833.01 Open S-7-Q 283.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 23907.25 >4 Yr <= 5 Yr 56.73 30-90 Days E-1-Q 1262.22 Yes Liberty Wealth Management LLC Treasury