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 25527.54 Day 11 2189.14 <30 Days S-5-Q 2684.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26036.41 Day 11 2271.90 91-180 Days S-6-Q 4165.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37808.24 Day 11 3730.38 Open S-7-Q 89.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86692.45 Day 11 2158.80 30-90 Days E-1-Q 13829.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60264.07 Day 11 3455.63 <30 Days E-2-Q 3225.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69605.60 Day 11 115.02 Open IG-1-Q 5268.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44998.18 Day 11 2503.39 Open IG-2-Q 2235.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82309.41 Day 11 2499.64 <30 Days C-1 10996.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46810.28 Day 11 4882.17 Open CB-4 3971.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53569.83 Day 11 5370.87 Open E-10 3679.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77386.65 Day 11 6457.70 91-180 Days E-3 10635.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37918.39 Day 11 3645.06 Open E-4 6279.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8239.69 Day 11 154.24 <30 Days E-5 319.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11186.37 Day 11 1134.74 30-90 Days E-6 1570.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44601.69 Day 11 3871.51 30-90 Days E-7 6273.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3231.17 Day 11 381.42 <30 Days E-8 485.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94778.69 Day 11 1794.76 <30 Days E-9 8967.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41574.14 Day 11 2443.92 30-90 Days G-4 4267.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59776.74 Day 11 6717.97 <30 Days IG-3 4056.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78350.61 Day 11 6287.30 91-180 Days IG-4 363.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3707.59 Day 11 249.61 Open IG-5 568.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15620.69 Day 11 1246.64 30-90 Days IG-6 199.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15753.47 Day 11 1960.53 91-180 Days IG-7 1151.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65985.47 Day 11 6442.69 91-180 Days IG-8 10603.40 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69282.76 Day 11 825.03 Open L-1 13735.96 Yes Liberty Mortgage Services Corp. Legal