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 36513.53 Day 53 569.60 91-180 Days N-1 900.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18546.91 Day 53 1580.00 Open N-2 1678.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57274.33 Day 53 8057.50 <30 Days N-3 10354.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95226.90 Day 53 10808.02 <30 Days N-4 10014.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19723.42 Day 53 1326.09 30-90 Days N-5 926.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38053.43 Day 53 1645.09 <30 Days N-6 1862.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20533.01 Day 53 849.44 30-90 Days N-7 3726.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17176.63 Day 53 1256.45 Open P-1 788.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29629.08 Day 53 3442.91 91-180 Days P-2 1113.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82773.89 Day 53 6756.63 91-180 Days S-8 8544.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55991.80 Day 53 6856.02 <30 Days Y-1 4126.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60705.63 Day 53 7351.15 91-180 Days Y-2 5409.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44360.28 Day 53 5563.78 91-180 Days Y-3 4851.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51580.80 Day 53 3360.46 30-90 Days Y-4 8998.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94824.63 Day 53 3610.90 91-180 Days Z-1 7832.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81844.46 Day 53 6621.35 30-90 Days A-2 1599.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88023.03 Day 53 11518.30 Open A-3 14869.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100924.39 Day 53 2827.17 91-180 Days A-4 439.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10739.35 Day 53 593.94 30-90 Days A-5 460.47 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12718.74 Day 53 450.63 30-90 Days CB-1 2137.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85692.21 Day 53 1344.84 91-180 Days CB-2 16176.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42847.04 Day 53 2697.97 <30 Days CB-3 2288.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12940.04 Day 53 1205.86 91-180 Days E-1 63.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74597.03 Day 53 10837.14 <30 Days E-2 4627.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105241.27 Day 53 13095.47 91-180 Days G-1 1803.16 No Operations