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 28191.65 Day 6 3529.01 91-180 Days S-5 3793.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66539.05 Day 6 3052.72 Open S-6 10262.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27062.88 Day 6 3168.97 91-180 Days S-7 4547.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43553.85 Day 7 5220.59 91-180 Days A-0-Q 4882.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19739.27 Day 7 2440.69 <30 Days A-1-Q 233.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108555.91 Day 7 16095.21 91-180 Days A-2-Q 8817.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95337.45 Day 7 4446.61 Open A-3-Q 1543.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95951.23 Day 7 2802.66 Open A-4-Q 10937.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100224.28 Day 7 11537.92 <30 Days A-5-Q 166.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56865.44 Day 7 2130.67 Open CB-1-Q 1938.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36474.42 Day 7 2465.47 91-180 Days CB-2-Q 2651.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27728.48 Day 7 283.11 Open S-1-Q 3829.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56195.47 Day 7 4311.65 30-90 Days S-2-Q 4588.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94549.57 Day 7 3365.68 <30 Days S-3-Q 1851.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53065.76 Day 7 7822.34 Open S-4-Q 2918.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60875.88 Day 7 7936.41 30-90 Days CB-3-Q 8718.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20920.81 Day 7 1187.98 Open G-1-Q 1389.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111628.77 Day 7 7538.90 <30 Days G-2-Q 5710.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73793.41 Day 7 10190.56 Open G-3-Q 14340.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59572.49 Day 7 5749.45 30-90 Days S-5-Q 424.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47009.54 Day 7 7046.22 91-180 Days S-6-Q 4941.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8092.97 Day 7 610.68 <30 Days S-7-Q 39.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31097.40 Day 7 1055.92 <30 Days E-1-Q 5811.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46837.14 Day 7 1923.34 <30 Days E-2-Q 5307.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83763.96 Day 7 3459.65 Open IG-1-Q 13899.77 Yes Liberty Mortgage Services Corp. Risk Management