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 104092.82 Day 39 6816.43 Open E-9 17934.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80534.01 Day 39 27.90 Open G-4 12040.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62682.83 Day 39 9092.72 91-180 Days IG-3 7379.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94435.90 Day 39 3204.89 30-90 Days IG-4 5770.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43201.81 Day 39 5779.08 <30 Days IG-5 7561.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16388.77 Day 39 245.80 30-90 Days IG-6 352.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44701.25 Day 39 133.38 30-90 Days IG-7 7175.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12450.67 Day 39 558.32 30-90 Days IG-8 562.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78362.23 Day 39 2986.55 91-180 Days L-1 1814.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79949.57 Day 39 251.93 30-90 Days L-10 6103.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86369.20 Day 39 1639.32 91-180 Days L-11 15532.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78221.52 Day 39 5152.50 91-180 Days L-2 2896.19 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70663.30 Day 39 7571.73 <30 Days L-3 3601.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 64330.07 Day 39 1086.18 91-180 Days L-4 10325.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74939.08 Day 39 7958.05 Open L-5 6843.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76317.33 Day 39 2313.97 91-180 Days L-6 1909.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13449.96 Day 39 222.42 91-180 Days L-7 1877.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23737.63 Day 39 45.17 Open L-8 256.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31189.76 Day 39 2675.05 91-180 Days L-9 5996.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2083.89 Day 39 307.55 Open LC-1 414.70 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52815.03 Day 39 4930.85 30-90 Days LC-2 6586.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 368.28 Day 39 17.59 30-90 Days N-1 15.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66046.30 Day 39 664.13 <30 Days N-2 7251.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10564.75 Day 39 1236.61 30-90 Days N-3 459.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60120.05 Day 39 750.32 Open N-4 9097.28 Yes Liberty Capital Markets Inc. Legal