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 64784.82 Day 49 799.42 30-90 Days S-2-Q 2479.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87945.55 Day 49 5453.95 30-90 Days S-3-Q 1195.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53919.14 Day 49 7680.87 30-90 Days S-4-Q 3877.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58210.91 Day 49 4712.27 91-180 Days CB-3-Q 3987.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92524.24 Day 49 7706.97 30-90 Days G-1-Q 14929.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45138.46 Day 49 4422.57 Open G-2-Q 4229.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97349.61 Day 49 11938.29 91-180 Days G-3-Q 10053.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37204.84 Day 49 2107.01 91-180 Days S-5-Q 133.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106003.47 Day 49 631.11 91-180 Days S-6-Q 20651.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9786.89 Day 49 75.15 <30 Days S-7-Q 883.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65294.37 Day 49 9749.09 <30 Days E-1-Q 12837.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27988.68 Day 49 283.96 91-180 Days E-2-Q 303.95 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1212.33 Day 49 65.43 Open IG-1-Q 172.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71241.07 Day 49 6198.60 <30 Days IG-2-Q 2588.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67646.93 Day 49 2053.02 Open C-1 7284.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1117.57 Day 49 20.49 Open CB-4 92.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87575.48 Day 49 7296.13 Open E-10 2050.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70364.41 Day 49 5675.46 Open E-3 5229.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44858.58 Day 49 4776.84 Open E-4 3669.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52740.82 Day 49 4860.48 <30 Days E-5 8925.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56763.99 Day 49 5447.26 <30 Days E-6 3832.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53741.02 Day 49 859.17 91-180 Days E-7 8533.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76943.30 Day 49 11509.34 Open E-8 3477.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18753.87 Day 49 825.81 Open E-9 1555.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56608.05 Day 49 5557.26 91-180 Days G-4 5932.39 No Risk Management