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 88468.65 >3 Yr <= 4 Yr 9669.31 <30 Days S-8 2135.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18855.57 >3 Yr <= 4 Yr 159.90 91-180 Days Y-1 688.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39258.68 >3 Yr <= 4 Yr 5816.65 30-90 Days Y-2 3092.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2468.94 >3 Yr <= 4 Yr 362.56 Open Y-3 461.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70971.68 >3 Yr <= 4 Yr 4380.73 Open Y-4 2030.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52720.34 >3 Yr <= 4 Yr 300.88 Open Z-1 2437.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107064.39 >3 Yr <= 4 Yr 8768.27 <30 Days A-2 17309.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81159.14 >3 Yr <= 4 Yr 11698.65 <30 Days A-3 8570.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109931.99 >3 Yr <= 4 Yr 9473.30 91-180 Days A-4 2077.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43220.26 >3 Yr <= 4 Yr 2013.79 Open A-5 7019.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22856.03 >3 Yr <= 4 Yr 3116.73 <30 Days CB-1 2305.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39428.74 >3 Yr <= 4 Yr 3418.10 Open CB-2 7152.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31405.61 >3 Yr <= 4 Yr 682.57 Open CB-3 4331.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49194.17 >3 Yr <= 4 Yr 244.10 30-90 Days E-1 2735.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65246.74 >3 Yr <= 4 Yr 3497.14 91-180 Days E-2 12644.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17387.50 >3 Yr <= 4 Yr 1019.71 91-180 Days G-1 547.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70721.29 >3 Yr <= 4 Yr 4937.29 Open G-2 12104.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11314.12 >3 Yr <= 4 Yr 45.88 30-90 Days G-3 1717.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86971.94 >3 Yr <= 4 Yr 1779.63 <30 Days IG-1 13455.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90557.27 >3 Yr <= 4 Yr 5696.12 30-90 Days IG-2 15347.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24413.92 >3 Yr <= 4 Yr 494.33 30-90 Days S-1 2365.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77197.70 >3 Yr <= 4 Yr 8026.88 Open S-2 3022.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40794.72 >3 Yr <= 4 Yr 2303.95 <30 Days S-3 2244.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51052.37 >3 Yr <= 4 Yr 1405.62 Open S-4 9240.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19263.65 >3 Yr <= 4 Yr 1092.10 Open S-5 2236.35 Yes Liberty Mortgage Services Corp. Finance