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 73667.98 Day 3 2922.73 30-90 Days E-5 14412.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34869.84 Day 3 2410.17 30-90 Days E-6 315.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19591.78 Day 3 1234.11 91-180 Days E-7 3870.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83543.08 Day 3 2512.63 Open E-8 6820.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49084.19 Day 3 5695.24 30-90 Days E-9 9278.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42375.29 Day 3 1297.49 30-90 Days G-4 6501.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9468.40 Day 3 1372.82 Open IG-3 98.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4110.72 Day 3 162.85 <30 Days IG-4 320.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107905.16 Day 3 7168.28 Open IG-5 12021.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12311.22 Day 3 327.47 30-90 Days IG-6 1529.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44104.65 Day 3 4541.82 30-90 Days IG-7 8361.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95222.02 Day 3 5185.60 <30 Days IG-8 9540.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50101.93 Day 3 72.16 Open L-1 424.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83125.09 Day 3 3341.84 30-90 Days L-10 11023.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20477.70 Day 3 1709.44 Open L-11 1909.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4689.14 Day 3 133.21 <30 Days L-2 5.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64167.46 Day 3 2034.55 30-90 Days L-3 9301.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66199.18 Day 3 8179.42 <30 Days L-4 6348.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62593.66 Day 3 9338.38 30-90 Days L-5 11431.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109848.45 Day 3 16320.51 <30 Days L-6 6505.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64044.94 Day 3 1770.33 <30 Days L-7 4327.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54236.73 Day 3 776.03 91-180 Days L-8 9419.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99847.91 Day 3 4125.21 30-90 Days L-9 10224.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72067.44 Day 3 2283.36 30-90 Days LC-1 1395.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43135.23 Day 3 1323.11 30-90 Days LC-2 4371.74 No Operations