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 29429.19 Day 15 939.22 <30 Days S-3-Q 1882.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26812.76 Day 15 496.95 <30 Days S-4-Q 4208.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46116.03 Day 15 2792.78 Open CB-3-Q 6241.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103146.41 Day 15 10757.63 Open G-1-Q 13594.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64382.17 Day 15 844.08 91-180 Days G-2-Q 10912.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95670.52 Day 15 3939.50 30-90 Days G-3-Q 10224.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85530.94 Day 15 7485.26 <30 Days S-5-Q 11673.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64371.14 Day 15 1396.56 30-90 Days S-6-Q 11623.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52012.64 Day 15 735.72 <30 Days S-7-Q 2239.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88430.20 Day 15 1453.90 30-90 Days E-1-Q 4839.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22837.33 Day 15 1483.23 30-90 Days E-2-Q 2714.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108820.35 Day 15 15694.71 91-180 Days IG-1-Q 18751.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2343.01 Day 15 34.11 30-90 Days IG-2-Q 180.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45903.89 Day 15 808.54 91-180 Days C-1 5357.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66071.01 Day 15 7866.66 30-90 Days CB-4 11412.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92844.89 Day 15 3541.51 30-90 Days E-10 800.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83190.23 Day 15 8841.36 Open E-3 10688.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80550.42 Day 15 7882.14 <30 Days E-4 817.72 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43674.06 Day 15 131.65 91-180 Days E-5 1697.67 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72419.57 Day 15 2799.72 <30 Days E-6 12979.31 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85775.42 Day 15 9642.78 91-180 Days E-7 8549.43 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29928.07 Day 15 403.43 Open E-8 363.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72320.63 Day 15 1195.06 Open E-9 13683.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45350.45 Day 15 2081.30 <30 Days G-4 2753.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54277.55 Day 15 1190.21 Open IG-3 2923.80 Yes Liberty Mortgage Services Corp. Risk Management