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 63157.94 Day 46 5898.65 Open E-2 2404.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39743.96 Day 46 2928.57 30-90 Days G-1 1100.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63464.68 Day 46 3762.53 91-180 Days G-2 11452.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75029.26 Day 46 8031.22 Open G-3 11903.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39102.30 Day 46 2403.64 Open IG-1 999.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35127.60 Day 46 2925.53 30-90 Days IG-2 1501.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53523.13 Day 46 5711.93 <30 Days S-1 5069.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11634.86 Day 46 1384.21 30-90 Days S-2 2250.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9419.34 Day 46 1009.82 30-90 Days S-3 1199.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54655.75 Day 46 8028.97 30-90 Days S-4 9091.22 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91442.68 Day 46 5834.05 91-180 Days S-5 14485.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68989.57 Day 46 2013.50 91-180 Days S-6 12758.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81908.85 Day 46 5943.66 30-90 Days S-7 6201.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112953.28 Day 47 402.53 Open A-0-Q 10571.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88280.93 Day 47 1035.12 <30 Days A-1-Q 10875.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83796.86 Day 47 3015.46 <30 Days A-2-Q 14717.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31082.90 Day 47 359.01 Open A-3-Q 4204.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93052.70 Day 47 12171.01 91-180 Days A-4-Q 12467.23 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96416.89 Day 47 5144.39 Open A-5-Q 17795.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96087.59 Day 47 13351.07 30-90 Days CB-1-Q 616.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72710.29 Day 47 3365.05 30-90 Days CB-2-Q 10378.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2930.65 Day 47 290.64 Open S-1-Q 38.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38340.05 Day 47 2865.64 <30 Days S-2-Q 5096.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90453.30 Day 47 7853.32 30-90 Days S-3-Q 17493.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57078.84 Day 47 8225.10 91-180 Days S-4-Q 7727.69 Yes Liberty Mortgage Services Corp. Operations