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 90589.87 >4 Yr <= 5 Yr 7784.79 Open E-2-Q 4185.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 6015.16 >4 Yr <= 5 Yr 620.95 91-180 Days IG-1-Q 364.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 17309.72 >4 Yr <= 5 Yr 1141.73 91-180 Days IG-2-Q 1585.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 27129.00 >4 Yr <= 5 Yr 2547.73 91-180 Days C-1 3306.34 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96375.64 >4 Yr <= 5 Yr 4557.66 30-90 Days CB-4 13900.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96521.21 >4 Yr <= 5 Yr 10104.30 91-180 Days E-10 12874.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 40823.26 >4 Yr <= 5 Yr 3555.24 Open E-3 2782.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 95316.04 >4 Yr <= 5 Yr 2225.52 30-90 Days E-4 18742.08 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 26606.53 >4 Yr <= 5 Yr 868.73 <30 Days E-5 5146.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 29883.68 >4 Yr <= 5 Yr 649.32 91-180 Days E-6 699.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 5260.63 >4 Yr <= 5 Yr 315.81 Open E-7 810.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 21297.92 >4 Yr <= 5 Yr 2331.58 <30 Days E-8 1752.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 49590.94 >4 Yr <= 5 Yr 6058.53 91-180 Days E-9 1868.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 37239.47 >4 Yr <= 5 Yr 1803.19 91-180 Days G-4 4276.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 111781.22 >4 Yr <= 5 Yr 3999.71 <30 Days IG-3 9811.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 7774.45 >4 Yr <= 5 Yr 443.96 30-90 Days IG-4 15.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 89812.30 >4 Yr <= 5 Yr 8403.83 <30 Days IG-5 8861.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 111879.65 >4 Yr <= 5 Yr 7783.44 91-180 Days IG-6 19451.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 23998.27 >4 Yr <= 5 Yr 64.79 Open IG-7 1305.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 79201.56 >4 Yr <= 5 Yr 10484.33 Open IG-8 15634.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 76971.66 >4 Yr <= 5 Yr 11294.14 91-180 Days L-1 8219.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 112549.64 >4 Yr <= 5 Yr 10811.94 30-90 Days L-10 4834.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 50334.83 >4 Yr <= 5 Yr 3946.56 91-180 Days L-11 2874.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 66454.80 >4 Yr <= 5 Yr 7837.75 30-90 Days L-2 12103.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 63947.34 >4 Yr <= 5 Yr 6036.04 30-90 Days L-3 7046.43 No Risk Management