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 69455.51 Day 52 3011.58 91-180 Days L-11 11453.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42634.52 Day 52 2659.04 30-90 Days L-2 5133.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13466.93 Day 52 25.56 91-180 Days L-3 2086.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47905.20 Day 52 2058.64 <30 Days L-4 1565.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108590.34 Day 52 157.01 30-90 Days L-5 12693.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60998.92 Day 52 1138.06 30-90 Days L-6 896.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17703.19 Day 52 804.39 <30 Days L-7 2418.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94426.41 Day 52 2861.57 <30 Days L-8 3876.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113328.78 Day 52 11247.79 91-180 Days L-9 12886.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8417.39 Day 52 618.58 Open LC-1 890.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81411.84 Day 52 1318.44 Open LC-2 2087.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107995.41 Day 52 15744.61 <30 Days N-1 9499.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63210.06 Day 52 1737.83 91-180 Days N-2 10801.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105249.19 Day 52 1205.51 <30 Days N-3 1588.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87091.69 Day 52 7662.69 30-90 Days N-4 8490.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111165.96 Day 52 16673.96 <30 Days N-5 11290.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18593.34 Day 52 140.23 <30 Days N-6 346.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103097.37 Day 52 2607.10 91-180 Days N-7 10551.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42919.98 Day 52 4692.43 <30 Days P-1 3756.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46692.89 Day 52 1613.78 <30 Days P-2 792.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3489.43 Day 52 106.16 Open S-8 73.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2877.94 Day 52 303.23 <30 Days Y-1 549.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44162.31 Day 52 2319.11 30-90 Days Y-2 3279.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17783.89 Day 52 1383.70 91-180 Days Y-3 232.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74007.67 Day 52 8971.94 30-90 Days Y-4 5804.49 Yes Liberty Capital Markets Inc. Legal