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 31250.56 Day 51 1693.17 91-180 Days IG-2 4469.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51870.72 Day 51 6490.75 Open S-1 8101.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4126.26 Day 51 100.85 30-90 Days S-2 237.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83088.72 Day 51 8251.79 91-180 Days S-3 13294.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3292.48 Day 51 488.36 <30 Days S-4 572.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14366.55 Day 51 1809.33 Open S-5 2186.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79632.43 Day 51 2220.53 <30 Days S-6 5925.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99189.85 Day 51 2924.00 30-90 Days S-7 17858.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15808.95 Day 52 1070.70 30-90 Days A-0-Q 1239.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79841.83 Day 52 1065.00 30-90 Days A-1-Q 13719.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23026.94 Day 52 1329.97 Open A-2-Q 4282.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64586.75 Day 52 6210.75 Open A-3-Q 6152.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79788.32 Day 52 1559.72 Open A-4-Q 14350.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98017.95 Day 52 11584.30 <30 Days A-5-Q 1449.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69833.83 Day 52 8303.73 <30 Days CB-1-Q 1848.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30792.20 Day 52 3424.99 30-90 Days CB-2-Q 1354.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74503.28 Day 52 10320.77 <30 Days S-1-Q 2666.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78025.81 Day 52 4922.58 <30 Days S-2-Q 4417.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40633.54 Day 52 4667.87 30-90 Days S-3-Q 2172.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49909.01 Day 52 485.11 <30 Days S-4-Q 237.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78032.87 Day 52 5039.01 91-180 Days CB-3-Q 11525.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65266.83 Day 52 4432.51 Open G-1-Q 6821.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81409.84 Day 52 7021.43 <30 Days G-2-Q 2284.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72165.83 Day 52 2473.05 Open G-3-Q 10721.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76555.01 Day 52 889.60 Open S-5-Q 8823.82 Yes Liberty International Finance Ltd. Operations