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 92693.67 Day 6 4999.34 30-90 Days P-2 2610.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42707.13 Day 6 5372.81 Open S-8 2061.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65414.43 Day 6 5354.09 <30 Days Y-1 1601.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61894.57 Day 6 5618.89 30-90 Days Y-2 3608.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101259.99 Day 6 12134.13 <30 Days Y-3 11648.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16770.89 Day 6 2297.93 Open Y-4 215.88 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31161.96 Day 6 1512.17 30-90 Days Z-1 703.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21709.38 Day 6 2782.30 30-90 Days A-2 4210.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43758.89 Day 6 4886.58 30-90 Days A-3 2155.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17877.86 Day 6 214.17 Open A-4 1013.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99749.66 Day 6 1080.13 Open A-5 2371.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78965.48 Day 6 5839.43 91-180 Days CB-1 2131.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98059.77 Day 6 4526.84 <30 Days CB-2 2609.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86711.07 Day 6 2120.66 <30 Days CB-3 10499.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18786.03 Day 6 1928.31 30-90 Days E-1 2280.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3573.51 Day 6 308.32 91-180 Days E-2 133.74 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66277.52 Day 6 8667.69 30-90 Days G-1 4469.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75836.05 Day 6 5045.97 30-90 Days G-2 4594.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90406.20 Day 6 2866.89 91-180 Days G-3 17465.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25277.31 Day 6 1125.35 <30 Days IG-1 4232.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70960.75 Day 6 9812.89 30-90 Days IG-2 5922.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37799.68 Day 6 1728.87 30-90 Days S-1 5135.63 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74356.46 Day 6 133.48 30-90 Days S-2 9997.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86737.50 Day 6 9776.51 Open S-3 5805.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89232.50 Day 6 5522.19 <30 Days S-4 4177.91 Yes Liberty Wealth Management LLC Finance