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 11072.27 Day 41 824.08 <30 Days A-5 625.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107352.53 Day 41 10244.49 30-90 Days CB-1 15531.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76413.16 Day 41 6025.82 30-90 Days CB-2 2437.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51270.78 Day 41 2491.79 30-90 Days CB-3 7656.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74784.51 Day 41 8895.46 Open E-1 1651.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15802.50 Day 41 985.14 30-90 Days E-2 2552.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6325.30 Day 41 861.42 91-180 Days G-1 872.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24586.06 Day 41 1913.45 91-180 Days G-2 2951.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24355.37 Day 41 2075.55 Open G-3 900.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31479.49 Day 41 731.20 Open IG-1 3027.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62787.25 Day 41 7659.43 30-90 Days IG-2 7057.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4200.50 Day 41 473.28 91-180 Days S-1 141.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88987.42 Day 41 6479.59 Open S-2 2799.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110437.94 Day 41 6100.73 <30 Days S-3 8008.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59588.43 Day 41 4938.48 30-90 Days S-4 9382.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95656.02 Day 41 8648.40 30-90 Days S-5 11149.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110711.68 Day 41 7779.85 91-180 Days S-6 7825.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9167.73 Day 41 56.06 30-90 Days S-7 1470.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96511.31 Day 42 944.37 <30 Days A-0-Q 10029.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55918.25 Day 42 1735.04 91-180 Days A-1-Q 5801.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104118.41 Day 42 11464.96 91-180 Days A-2-Q 4152.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62168.40 Day 42 7525.48 30-90 Days A-3-Q 11631.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93994.07 Day 42 12923.36 <30 Days A-4-Q 4747.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97734.60 Day 42 14108.78 Open A-5-Q 19131.13 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35116.38 Day 42 813.99 <30 Days CB-1-Q 4245.48 No Risk Management