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 113213.10 Day 45 15203.82 91-180 Days G-3-Q 22320.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32204.73 Day 45 4717.14 Open S-5-Q 2438.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6964.78 Day 45 732.68 91-180 Days S-6-Q 481.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49849.85 Day 45 2551.00 Open S-7-Q 4386.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3436.91 Day 45 84.77 91-180 Days E-1-Q 123.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54864.94 Day 45 4692.12 30-90 Days E-2-Q 9929.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22035.48 Day 45 2386.56 <30 Days IG-1-Q 3173.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93380.20 Day 45 5133.60 Open IG-2-Q 13759.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68196.77 Day 45 8543.36 <30 Days C-1 690.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21192.97 Day 45 2492.37 Open CB-4 83.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42810.87 Day 45 4929.68 91-180 Days E-10 2334.16 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7254.40 Day 45 581.81 <30 Days E-3 423.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79882.77 Day 45 6248.20 <30 Days E-4 6966.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21230.10 Day 45 582.59 <30 Days E-5 3902.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47045.78 Day 45 1743.34 Open E-6 1245.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25474.44 Day 45 3715.17 <30 Days E-7 702.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95427.86 Day 45 8551.97 Open E-8 18477.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69122.40 Day 45 2073.83 30-90 Days E-9 8776.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80473.93 Day 45 6115.64 30-90 Days G-4 11986.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35205.96 Day 45 5035.37 91-180 Days IG-3 2104.69 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82288.24 Day 45 3899.97 <30 Days IG-4 7747.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56312.52 Day 45 6263.97 Open IG-5 6846.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2864.97 Day 45 329.63 Open IG-6 535.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10074.49 Day 45 1039.39 30-90 Days IG-7 1414.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85679.10 Day 45 11978.89 91-180 Days IG-8 3916.29 Yes Liberty Capital Markets Inc. Legal