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 96887.79 >4 Yr <= 5 Yr 10366.52 91-180 Days CB-2 4802.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39069.18 >4 Yr <= 5 Yr 4268.10 Open CB-3 6264.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74480.82 >4 Yr <= 5 Yr 1542.45 91-180 Days E-1 7428.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52936.14 >4 Yr <= 5 Yr 3015.84 Open E-2 4056.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105944.69 >4 Yr <= 5 Yr 5705.84 91-180 Days G-1 6813.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6209.81 >4 Yr <= 5 Yr 451.93 91-180 Days G-2 148.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86541.57 >4 Yr <= 5 Yr 10251.54 30-90 Days G-3 4394.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1990.14 >4 Yr <= 5 Yr 267.01 <30 Days IG-1 25.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96387.55 >4 Yr <= 5 Yr 4558.56 Open IG-2 5161.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14547.50 >4 Yr <= 5 Yr 1391.89 91-180 Days S-1 1239.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72148.88 >4 Yr <= 5 Yr 5511.99 <30 Days S-2 12253.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45759.56 >4 Yr <= 5 Yr 2180.00 30-90 Days S-3 1450.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85724.06 >4 Yr <= 5 Yr 6298.56 30-90 Days S-4 11333.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38559.51 >4 Yr <= 5 Yr 4788.25 Open S-5 473.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101728.51 >4 Yr <= 5 Yr 9889.02 <30 Days S-6 16305.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65914.30 >4 Yr <= 5 Yr 1165.22 Open S-7 10106.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8023.45 >5 Yr 946.38 30-90 Days A-0-Q 937.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80725.47 >5 Yr 4814.00 <30 Days A-1-Q 10843.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73411.75 >5 Yr 1488.36 <30 Days A-2-Q 7568.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56433.17 >5 Yr 4184.75 30-90 Days A-3-Q 10588.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17327.18 >5 Yr 720.84 91-180 Days A-4-Q 3358.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21609.07 >5 Yr 2499.86 91-180 Days A-5-Q 4250.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48545.44 >5 Yr 3925.96 30-90 Days CB-1-Q 6358.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10718.89 >5 Yr 152.91 30-90 Days CB-2-Q 808.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9512.73 >5 Yr 943.98 91-180 Days S-1-Q 802.37 No Risk Management