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 87362.05 >2 Yr <= 3 Yr 5397.29 30-90 Days LC-1 5475.45 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32522.03 >2 Yr <= 3 Yr 3617.38 91-180 Days LC-2 3153.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40632.27 >2 Yr <= 3 Yr 4968.57 30-90 Days N-1 5518.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105465.27 >2 Yr <= 3 Yr 4307.38 30-90 Days N-2 17980.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22458.70 >2 Yr <= 3 Yr 2876.30 30-90 Days N-3 268.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22083.71 >2 Yr <= 3 Yr 735.97 30-90 Days N-4 1816.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5775.64 >2 Yr <= 3 Yr 593.75 91-180 Days N-5 1046.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110439.42 >2 Yr <= 3 Yr 12929.93 Open N-6 8891.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74917.87 >2 Yr <= 3 Yr 3059.27 30-90 Days N-7 13828.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105851.60 >2 Yr <= 3 Yr 5068.67 <30 Days P-1 4983.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85404.00 >2 Yr <= 3 Yr 11906.26 30-90 Days P-2 15372.57 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86540.45 >2 Yr <= 3 Yr 11984.18 <30 Days S-8 8268.87 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101699.60 >2 Yr <= 3 Yr 1136.07 91-180 Days Y-1 17492.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60458.77 >2 Yr <= 3 Yr 659.58 91-180 Days Y-2 4350.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79489.98 >2 Yr <= 3 Yr 9395.77 30-90 Days Y-3 10314.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112528.04 >2 Yr <= 3 Yr 8142.42 <30 Days Y-4 7341.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42809.56 >2 Yr <= 3 Yr 2540.19 Open Z-1 3981.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9009.81 >2 Yr <= 3 Yr 356.87 Open A-2 714.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3820.75 >2 Yr <= 3 Yr 312.44 91-180 Days A-3 621.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52972.96 >2 Yr <= 3 Yr 3914.82 30-90 Days A-4 8000.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79599.57 >2 Yr <= 3 Yr 9881.20 <30 Days A-5 15801.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15592.11 >2 Yr <= 3 Yr 185.23 <30 Days CB-1 686.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25535.12 >2 Yr <= 3 Yr 2503.05 <30 Days CB-2 4637.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46042.19 >2 Yr <= 3 Yr 3521.14 <30 Days CB-3 1023.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31214.30 >2 Yr <= 3 Yr 1157.28 Open E-1 3274.18 No Finance