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 55801.43 >= 1 Yr <= 2 Yr 7157.74 30-90 Days Y-3 3219.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63089.96 >= 1 Yr <= 2 Yr 6393.26 30-90 Days Y-4 9951.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41309.12 >= 1 Yr <= 2 Yr 3058.59 30-90 Days Z-1 6092.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33805.41 >= 1 Yr <= 2 Yr 4605.67 91-180 Days A-2 5602.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80896.23 >= 1 Yr <= 2 Yr 621.63 91-180 Days A-3 11302.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49130.46 >= 1 Yr <= 2 Yr 5425.05 <30 Days A-4 6701.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70675.13 >= 1 Yr <= 2 Yr 8064.88 <30 Days A-5 3244.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51394.30 >= 1 Yr <= 2 Yr 5171.18 <30 Days CB-1 672.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16914.81 >= 1 Yr <= 2 Yr 2330.48 <30 Days CB-2 380.97 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67083.69 >= 1 Yr <= 2 Yr 8623.98 <30 Days CB-3 6791.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94690.61 >= 1 Yr <= 2 Yr 9024.46 Open E-1 9900.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37302.72 >= 1 Yr <= 2 Yr 60.06 91-180 Days E-2 1161.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105767.13 >= 1 Yr <= 2 Yr 10973.80 <30 Days G-1 11406.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86189.04 >= 1 Yr <= 2 Yr 1310.39 91-180 Days G-2 1574.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35808.27 >= 1 Yr <= 2 Yr 1359.49 30-90 Days G-3 543.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60682.76 >= 1 Yr <= 2 Yr 1245.74 30-90 Days IG-1 8880.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31337.82 >= 1 Yr <= 2 Yr 4422.41 91-180 Days IG-2 571.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22605.57 >= 1 Yr <= 2 Yr 916.22 Open S-1 347.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53795.01 >= 1 Yr <= 2 Yr 394.86 Open S-2 1965.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107198.01 >= 1 Yr <= 2 Yr 2081.54 91-180 Days S-3 13802.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38358.35 >= 1 Yr <= 2 Yr 3282.43 Open S-4 957.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49531.00 >= 1 Yr <= 2 Yr 4897.80 <30 Days S-5 474.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61535.50 >= 1 Yr <= 2 Yr 3815.80 <30 Days S-6 4404.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109799.70 >= 1 Yr <= 2 Yr 9806.95 <30 Days S-7 15388.28 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100390.50 >2 Yr <= 3 Yr 2930.39 91-180 Days A-0-Q 15310.02 No Risk Management