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 Yes 73214.94 Day 32 3561.61 Open CB-1 9303.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62345.41 Day 32 6405.46 <30 Days CB-2 12255.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97446.32 Day 32 7604.37 <30 Days CB-3 14004.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1536.74 Day 32 190.62 30-90 Days E-1 208.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78816.53 Day 32 5129.99 <30 Days E-2 9720.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107297.53 Day 32 12294.51 30-90 Days G-1 12384.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24980.59 Day 32 2449.51 <30 Days G-2 2356.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36838.02 Day 32 5175.01 Open G-3 4356.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75402.40 Day 32 1254.47 <30 Days IG-1 329.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97377.45 Day 32 4022.46 30-90 Days IG-2 7181.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89476.41 Day 32 5602.79 91-180 Days S-1 12296.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61220.33 Day 32 4576.54 <30 Days S-2 7324.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59313.25 Day 32 6832.17 91-180 Days S-3 6456.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65972.47 Day 32 8071.51 Open S-4 10644.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113257.82 Day 32 9074.56 Open S-5 16305.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27820.86 Day 32 666.29 <30 Days S-6 364.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79135.04 Day 32 10823.76 91-180 Days S-7 12676.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107515.75 Day 33 15430.21 <30 Days A-0-Q 2709.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42583.73 Day 33 626.47 <30 Days A-1-Q 6681.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52966.92 Day 33 6345.66 91-180 Days A-2-Q 6666.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43058.15 Day 33 3994.70 Open A-3-Q 7362.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4961.06 Day 33 682.30 30-90 Days A-4-Q 220.88 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70679.47 Day 33 359.77 91-180 Days A-5-Q 8762.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5172.52 Day 33 493.99 91-180 Days CB-1-Q 125.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29201.13 Day 33 0.74 30-90 Days CB-2-Q 2716.34 Yes Liberty Mortgage Services Corp. Risk Management