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 34762.00 Day 34 2501.01 30-90 Days A-3 729.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68921.77 Day 34 10001.75 <30 Days A-4 11271.32 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72254.04 Day 34 1460.11 <30 Days A-5 8825.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33819.61 Day 34 3915.71 Open CB-1 2090.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113631.27 Day 34 5937.67 30-90 Days CB-2 3023.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10409.37 Day 34 1372.82 30-90 Days CB-3 1355.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112519.38 Day 34 2801.07 Open E-1 17094.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38687.71 Day 34 4721.22 91-180 Days E-2 4395.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105908.59 Day 34 10116.88 <30 Days G-1 6928.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52026.58 Day 34 6105.88 <30 Days G-2 1143.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6078.52 Day 34 146.88 30-90 Days G-3 527.02 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55411.41 Day 34 7620.51 Open IG-1 196.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20387.26 Day 34 2739.02 30-90 Days IG-2 2943.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89933.06 Day 34 11905.24 <30 Days S-1 7636.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109498.45 Day 34 6785.61 91-180 Days S-2 17119.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30634.37 Day 34 3250.99 <30 Days S-3 1432.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7184.19 Day 34 1025.60 Open S-4 787.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9398.87 Day 34 1071.47 Open S-5 413.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90339.71 Day 34 8486.74 Open S-6 16081.22 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89142.80 Day 34 2091.38 91-180 Days S-7 16221.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6406.70 Day 35 232.18 Open A-0-Q 518.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19468.50 Day 35 2079.92 Open A-1-Q 698.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42313.46 Day 35 6300.59 <30 Days A-2-Q 6489.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13724.03 Day 35 123.32 Open A-3-Q 401.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21686.65 Day 35 2996.13 91-180 Days A-4-Q 782.61 Yes Liberty Wealth Management LLC Finance