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 56028.76 Day 18 5378.65 30-90 Days L-2 3128.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99745.16 Day 18 13182.39 30-90 Days L-3 6789.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72855.73 Day 18 4291.96 91-180 Days L-4 3209.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13601.55 Day 18 1558.03 Open L-5 1579.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70284.94 Day 18 1599.21 91-180 Days L-6 11990.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45300.01 Day 18 2479.16 91-180 Days L-7 3311.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38261.39 Day 18 5394.56 30-90 Days L-8 1093.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10903.45 Day 18 238.17 30-90 Days L-9 1286.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86272.96 Day 18 4988.93 91-180 Days LC-1 16198.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12786.05 Day 18 1820.02 Open LC-2 253.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4871.94 Day 18 655.10 91-180 Days N-1 209.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43662.86 Day 18 5203.68 Open N-2 1873.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60734.82 Day 18 6328.61 <30 Days N-3 7676.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45802.91 Day 18 4301.05 <30 Days N-4 1923.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41515.91 Day 18 3992.75 30-90 Days N-5 590.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19147.29 Day 18 2021.59 Open N-6 2838.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90803.16 Day 18 12520.08 91-180 Days N-7 17015.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71712.40 Day 18 3639.18 <30 Days P-1 6291.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57506.96 Day 18 7683.60 Open P-2 6545.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95266.04 Day 18 9420.11 <30 Days S-8 18425.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100363.95 Day 18 8642.32 <30 Days Y-1 13927.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14374.19 Day 18 1252.26 30-90 Days Y-2 1685.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88680.76 Day 18 2449.29 Open Y-3 2582.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2459.72 Day 18 143.04 91-180 Days Y-4 196.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76869.91 Day 18 10277.51 <30 Days Z-1 12862.40 No Legal