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 43763.30 >5 Yr 6492.71 Open N-7 1081.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84126.09 >5 Yr 6058.66 Open P-1 1474.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48278.25 >5 Yr 4371.00 Open P-2 5041.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88509.16 >5 Yr 6973.64 <30 Days S-8 5994.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39616.77 >5 Yr 5905.60 91-180 Days Y-1 500.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22964.76 >5 Yr 2010.31 91-180 Days Y-2 1297.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102557.56 >5 Yr 4602.68 <30 Days Y-3 18651.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64414.38 >5 Yr 1239.37 Open Y-4 7462.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50911.02 >5 Yr 3620.85 Open Z-1 7393.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66528.04 >5 Yr 246.12 <30 Days A-2 373.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7529.67 >5 Yr 891.90 91-180 Days A-3 447.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101555.78 >5 Yr 8051.90 Open A-4 12586.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39051.79 >5 Yr 5210.38 Open A-5 1721.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76757.22 >5 Yr 5331.64 <30 Days CB-1 1559.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109823.32 >5 Yr 4704.24 30-90 Days CB-2 21248.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39903.63 >5 Yr 2218.78 91-180 Days CB-3 7723.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21661.33 >5 Yr 1257.71 30-90 Days E-1 1301.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 880.51 >5 Yr 25.99 <30 Days E-2 101.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1746.67 >5 Yr 82.31 30-90 Days G-1 334.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58370.53 >5 Yr 528.19 Open G-2 5733.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72711.87 >5 Yr 5570.16 30-90 Days G-3 12392.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61538.38 >5 Yr 4567.28 91-180 Days IG-1 647.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64877.69 >5 Yr 6642.07 30-90 Days IG-2 11828.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88311.42 >5 Yr 9151.30 Open S-1 676.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102061.08 >5 Yr 517.76 30-90 Days S-2 11812.36 Yes Liberty International Finance Ltd. Finance