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 97731.47 Day 43 1516.98 91-180 Days A-2 3335.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113413.37 Day 43 1509.79 91-180 Days A-3 10016.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91147.46 Day 43 5815.19 30-90 Days A-4 17370.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61774.06 Day 43 1259.18 30-90 Days A-5 8995.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60593.54 Day 43 7327.49 Open CB-1 3897.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88657.59 Day 43 10886.23 Open CB-2 348.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38300.66 Day 43 4196.64 <30 Days CB-3 6294.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88018.76 Day 43 715.83 91-180 Days E-1 11540.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48517.28 Day 43 7153.17 <30 Days E-2 4391.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45966.51 Day 43 6309.60 <30 Days G-1 2792.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56835.25 Day 43 4269.38 <30 Days G-2 11114.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3535.80 Day 43 428.98 <30 Days G-3 90.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33736.67 Day 43 1373.18 91-180 Days IG-1 4711.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82836.47 Day 43 4780.96 <30 Days IG-2 11739.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109306.90 Day 43 12813.03 30-90 Days S-1 6502.75 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70439.34 Day 43 7296.33 91-180 Days S-2 10605.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90431.40 Day 43 6316.79 <30 Days S-3 7664.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12216.62 Day 43 1466.94 91-180 Days S-4 1732.89 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96436.98 Day 43 5085.27 <30 Days S-5 5946.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78177.35 Day 43 10876.99 <30 Days S-6 10932.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23686.09 Day 43 2182.67 91-180 Days S-7 2771.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73396.17 Day 44 4620.03 91-180 Days A-0-Q 3357.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11058.29 Day 44 1008.68 Open A-1-Q 1329.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21856.46 Day 44 1170.94 Open A-2-Q 1474.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77835.80 Day 44 708.53 Open A-3-Q 8547.98 Yes Liberty Wealth Management LLC Finance