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 14855.03 Day 46 862.42 91-180 Days E-3 927.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76299.45 Day 46 2468.06 <30 Days E-4 2957.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58103.13 Day 46 511.96 <30 Days E-5 8171.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7614.89 Day 46 1000.21 91-180 Days E-6 384.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4014.81 Day 46 97.72 30-90 Days E-7 631.45 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 354.52 Day 46 26.65 91-180 Days E-8 31.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83056.08 Day 46 11569.10 <30 Days E-9 5146.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98537.31 Day 46 14617.38 Open G-4 12280.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68825.02 Day 46 971.21 91-180 Days IG-3 12006.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63299.35 Day 46 4569.47 30-90 Days IG-4 4374.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15489.96 Day 46 126.73 Open IG-5 1536.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45704.94 Day 46 6223.08 <30 Days IG-6 710.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9398.10 Day 46 479.36 30-90 Days IG-7 187.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22973.91 Day 46 3361.92 30-90 Days IG-8 573.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109383.99 Day 46 4013.55 30-90 Days L-1 325.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54056.73 Day 46 356.27 30-90 Days L-10 5689.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109961.76 Day 46 14416.82 <30 Days L-11 8590.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3716.78 Day 46 25.69 <30 Days L-2 255.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105257.94 Day 46 6205.63 30-90 Days L-3 17553.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13370.56 Day 46 1408.08 91-180 Days L-4 1242.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3011.76 Day 46 199.33 91-180 Days L-5 197.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81256.86 Day 46 8464.37 30-90 Days L-6 5291.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3016.92 Day 46 326.97 91-180 Days L-7 478.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14977.92 Day 46 2029.71 Open L-8 1629.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40504.10 Day 46 5899.95 <30 Days L-9 6257.10 Yes Liberty Capital Markets Inc. Finance