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 Retail No 19809.66 Day 28 2900.97 Open E-5 2780.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47021.96 Day 28 5785.13 91-180 Days E-6 7161.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77618.80 Day 28 1809.08 <30 Days E-7 13341.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1132.56 Day 28 140.95 91-180 Days E-8 187.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103920.99 Day 28 10865.37 Open E-9 12008.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12140.39 Day 28 531.77 <30 Days G-4 1442.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35794.04 Day 28 3177.77 91-180 Days IG-3 6364.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5353.63 Day 28 165.91 30-90 Days IG-4 367.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88880.63 Day 28 1914.88 91-180 Days IG-5 12341.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107939.43 Day 28 9273.61 <30 Days IG-6 13881.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106171.12 Day 28 3428.00 <30 Days IG-7 2771.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83676.42 Day 28 6800.29 91-180 Days IG-8 1450.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75717.65 Day 28 8347.85 91-180 Days L-1 923.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46344.34 Day 28 388.52 <30 Days L-10 1949.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66388.75 Day 28 8022.21 <30 Days L-11 7392.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71429.18 Day 28 10587.38 <30 Days L-2 742.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52696.72 Day 28 2888.43 91-180 Days L-3 8007.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10237.92 Day 28 186.09 Open L-4 996.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89967.21 Day 28 8754.22 Open L-5 5994.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28118.07 Day 28 235.75 Open L-6 3288.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101683.27 Day 28 12749.65 30-90 Days L-7 4946.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107419.64 Day 28 15630.11 30-90 Days L-8 2223.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26798.98 Day 28 883.90 <30 Days L-9 1978.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73848.86 Day 28 2536.68 Open LC-1 12579.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50500.02 Day 28 7332.04 Open LC-2 10029.36 Yes Liberty Mortgage Services Corp. Operations