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 88001.74 >2 Yr <= 3 Yr 139.33 Open A-1-Q 14689.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61512.68 >2 Yr <= 3 Yr 7777.21 30-90 Days A-2-Q 8720.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103654.46 >2 Yr <= 3 Yr 1614.13 Open A-3-Q 19128.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60795.51 >2 Yr <= 3 Yr 8508.58 Open A-4-Q 6381.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4327.48 >2 Yr <= 3 Yr 231.48 Open A-5-Q 24.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90170.33 >2 Yr <= 3 Yr 12595.65 <30 Days CB-1-Q 14168.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37375.76 >2 Yr <= 3 Yr 5415.15 <30 Days CB-2-Q 3610.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52702.27 >2 Yr <= 3 Yr 3521.03 Open S-1-Q 5698.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35719.63 >2 Yr <= 3 Yr 3633.64 Open S-2-Q 6776.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68083.96 >2 Yr <= 3 Yr 5861.39 91-180 Days S-3-Q 10311.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18766.52 >2 Yr <= 3 Yr 424.51 30-90 Days S-4-Q 2166.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48138.95 >2 Yr <= 3 Yr 3368.39 <30 Days CB-3-Q 3541.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 550.64 >2 Yr <= 3 Yr 40.77 <30 Days G-1-Q 109.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93139.80 >2 Yr <= 3 Yr 13894.28 30-90 Days G-2-Q 10614.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37345.71 >2 Yr <= 3 Yr 4723.94 91-180 Days G-3-Q 7439.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22439.24 >2 Yr <= 3 Yr 932.62 Open S-5-Q 435.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11402.99 >2 Yr <= 3 Yr 1119.48 30-90 Days S-6-Q 2184.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61181.15 >2 Yr <= 3 Yr 2140.76 <30 Days S-7-Q 6108.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17150.99 >2 Yr <= 3 Yr 1426.65 30-90 Days E-1-Q 2465.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85090.41 >2 Yr <= 3 Yr 10160.56 Open E-2-Q 15000.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65122.84 >2 Yr <= 3 Yr 2662.12 91-180 Days IG-1-Q 1505.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48726.44 >2 Yr <= 3 Yr 5073.35 91-180 Days IG-2-Q 3270.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44667.29 >2 Yr <= 3 Yr 2475.46 <30 Days C-1 7289.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80833.63 >2 Yr <= 3 Yr 517.15 <30 Days CB-4 9664.30 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101523.42 >2 Yr <= 3 Yr 10552.49 <30 Days E-10 10681.72 No Risk Management