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 55322.28 Day 19 7675.64 <30 Days A-4-Q 9532.40 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78851.52 Day 19 7449.46 Open A-5-Q 4423.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82779.03 Day 19 304.80 <30 Days CB-1-Q 12231.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69974.86 Day 19 10112.68 Open CB-2-Q 10366.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24475.31 Day 19 175.63 Open S-1-Q 1306.78 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109115.34 Day 19 15869.60 Open S-2-Q 14310.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100438.46 Day 19 11969.71 30-90 Days S-3-Q 11623.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9336.58 Day 19 361.08 91-180 Days S-4-Q 12.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104235.61 Day 19 2316.40 91-180 Days CB-3-Q 4792.57 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66110.11 Day 19 1179.82 <30 Days G-1-Q 4053.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37320.46 Day 19 3373.53 <30 Days G-2-Q 537.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49766.20 Day 19 3179.22 <30 Days G-3-Q 4234.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18221.20 Day 19 249.85 Open S-5-Q 12.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94038.92 Day 19 1806.92 <30 Days S-6-Q 6430.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105190.15 Day 19 14764.21 Open S-7-Q 11752.57 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29102.39 Day 19 1842.19 <30 Days E-1-Q 229.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108246.20 Day 19 8573.31 30-90 Days E-2-Q 14887.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91735.59 Day 19 10289.31 <30 Days IG-1-Q 11710.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108569.36 Day 19 7479.83 91-180 Days IG-2-Q 4243.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58557.31 Day 19 7619.31 30-90 Days C-1 4644.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12630.24 Day 19 294.84 30-90 Days CB-4 258.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109213.75 Day 19 6891.36 91-180 Days E-10 17395.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32090.87 Day 19 1095.12 <30 Days E-3 3423.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52961.16 Day 19 4627.04 30-90 Days E-4 4177.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48664.80 Day 19 6992.73 <30 Days E-5 470.22 Yes Liberty Mortgage Services Corp. Operations