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 21280.54 Day 34 2239.30 Open E-1-Q 1904.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110461.24 Day 34 11014.27 <30 Days E-2-Q 17657.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57667.22 Day 34 2423.73 <30 Days IG-1-Q 5334.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62796.69 Day 34 2632.75 Open IG-2-Q 4329.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103831.16 Day 34 5778.23 <30 Days C-1 5794.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103100.85 Day 34 9131.08 30-90 Days CB-4 20606.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70529.06 Day 34 8038.85 30-90 Days E-10 1409.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57175.70 Day 34 6652.60 30-90 Days E-3 8281.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101623.75 Day 34 1294.89 Open E-4 8096.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111736.14 Day 34 15040.07 91-180 Days E-5 3091.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110419.84 Day 34 15033.48 <30 Days E-6 19339.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12492.90 Day 34 1090.16 Open E-7 154.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6489.40 Day 34 776.59 <30 Days E-8 51.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9826.82 Day 34 792.72 91-180 Days E-9 660.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38753.03 Day 34 5621.92 91-180 Days G-4 6465.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80102.61 Day 34 6610.30 Open IG-3 293.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92549.76 Day 34 7897.82 91-180 Days IG-4 7897.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67074.04 Day 34 6337.52 Open IG-5 2455.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73502.94 Day 34 5538.20 <30 Days IG-6 8794.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78552.34 Day 34 10072.72 91-180 Days IG-7 14687.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99677.48 Day 34 7776.92 Open IG-8 698.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97887.13 Day 34 7907.76 91-180 Days L-1 13228.59 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100708.35 Day 34 12831.43 <30 Days L-10 16348.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1499.17 Day 34 49.32 91-180 Days L-11 117.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13860.16 Day 34 1473.76 <30 Days L-2 1839.48 No Operations