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 15795.75 Day 55 1779.39 Open L-9 1764.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42257.67 Day 55 1191.50 91-180 Days LC-1 820.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73328.75 Day 55 3648.45 30-90 Days LC-2 9764.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77266.73 Day 55 8155.72 <30 Days N-1 1278.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33661.86 Day 55 1310.73 91-180 Days N-2 4705.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102621.42 Day 55 5666.94 91-180 Days N-3 15887.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62507.35 Day 55 6811.16 <30 Days N-4 5359.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89674.70 Day 55 3353.82 30-90 Days N-5 2440.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23980.69 Day 55 907.79 Open N-6 2052.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6489.31 Day 55 861.25 Open N-7 1110.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9511.26 Day 55 401.29 30-90 Days P-1 229.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40832.05 Day 55 4797.85 30-90 Days P-2 4022.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8017.61 Day 55 553.53 91-180 Days S-8 391.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97184.88 Day 55 10275.99 Open Y-1 16087.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66944.47 Day 55 5842.90 30-90 Days Y-2 10152.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33849.77 Day 55 2626.20 <30 Days Y-3 5325.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12353.75 Day 55 130.80 91-180 Days Y-4 2215.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20053.45 Day 55 2865.46 <30 Days Z-1 3171.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71083.50 Day 55 290.30 91-180 Days A-2 51.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69302.04 Day 55 7341.71 91-180 Days A-3 5797.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15780.23 Day 55 779.66 91-180 Days A-4 677.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50584.57 Day 55 6073.56 91-180 Days A-5 8731.76 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60132.96 Day 55 7422.32 91-180 Days CB-1 10561.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27457.62 Day 55 3602.19 91-180 Days CB-2 1140.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92094.03 Day 55 4169.29 Open CB-3 15858.03 No Risk Management