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 Sovereign No 22341.58 Day 18 2457.90 <30 Days E-3 3630.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27223.53 Day 18 930.91 30-90 Days E-4 3452.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100745.65 Day 18 13938.19 91-180 Days E-5 4363.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2952.77 Day 18 371.09 <30 Days E-6 473.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26107.91 Day 18 1666.84 91-180 Days E-7 1401.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33788.12 Day 18 2373.29 <30 Days E-8 4594.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77938.04 Day 18 6407.35 30-90 Days E-9 7242.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109974.15 Day 18 208.79 Open G-4 10409.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73864.65 Day 18 3743.47 Open IG-3 10036.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31800.30 Day 18 3432.34 91-180 Days IG-4 1768.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63838.39 Day 18 6367.60 91-180 Days IG-5 1593.97 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41819.60 Day 18 4796.22 91-180 Days IG-6 7713.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43093.24 Day 18 5647.13 <30 Days IG-7 8207.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80097.93 Day 18 8082.87 30-90 Days IG-8 13009.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12830.72 Day 18 690.48 30-90 Days L-1 2101.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99355.89 Day 18 10729.00 30-90 Days L-10 4409.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17434.18 Day 18 2485.98 30-90 Days L-11 651.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 113077.41 Day 18 12579.50 91-180 Days L-2 8411.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52387.53 Day 18 554.54 <30 Days L-3 4982.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97558.14 Day 18 1052.46 Open L-4 17289.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13461.81 Day 18 814.41 30-90 Days L-5 1520.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81532.89 Day 18 9783.91 30-90 Days L-6 10418.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81749.29 Day 18 5953.33 Open L-7 14915.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65570.02 Day 18 5638.00 91-180 Days L-8 7685.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96442.67 Day 18 8096.74 91-180 Days L-9 5424.96 Yes Liberty Wealth Management LLC Risk Management