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 86452.24 Day 16 7486.51 91-180 Days A-5 15965.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50994.87 Day 16 127.39 30-90 Days CB-1 6027.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102591.82 Day 16 10829.92 91-180 Days CB-2 11368.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59562.12 Day 16 1552.35 Open CB-3 11788.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53068.22 Day 16 2464.88 <30 Days E-1 2922.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63466.59 Day 16 6025.15 30-90 Days E-2 6946.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61753.29 Day 16 3331.62 <30 Days G-1 1829.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95.87 Day 16 8.56 <30 Days G-2 2.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103932.51 Day 16 7126.73 91-180 Days G-3 7225.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102861.82 Day 16 10998.28 <30 Days IG-1 5832.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53899.43 Day 16 7920.37 30-90 Days IG-2 5096.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98672.21 Day 16 1498.18 Open S-1 2104.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12019.11 Day 16 504.84 <30 Days S-2 2107.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101537.53 Day 16 34.54 91-180 Days S-3 11096.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33038.23 Day 16 839.76 <30 Days S-4 6464.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15825.23 Day 16 1548.74 30-90 Days S-5 862.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92638.98 Day 16 11078.24 <30 Days S-6 6561.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17126.07 Day 16 159.48 Open S-7 2971.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2147.51 Day 17 274.01 30-90 Days A-0-Q 382.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109079.86 Day 17 15904.43 30-90 Days A-1-Q 9373.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16495.51 Day 17 1768.39 30-90 Days A-2-Q 2474.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99882.19 Day 17 8065.02 91-180 Days A-3-Q 14792.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51223.79 Day 17 5261.44 Open A-4-Q 9650.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81733.92 Day 17 4395.93 91-180 Days A-5-Q 11485.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87525.59 Day 17 8919.65 <30 Days CB-1-Q 16919.71 Yes Liberty International Finance Ltd. Legal