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 MDB Yes 67445.25 >3 Yr <= 4 Yr 5940.26 <30 Days G-2-Q 1988.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56277.36 >3 Yr <= 4 Yr 4935.48 91-180 Days G-3-Q 8386.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13058.37 >3 Yr <= 4 Yr 1455.48 30-90 Days S-5-Q 836.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10614.70 >3 Yr <= 4 Yr 30.15 <30 Days S-6-Q 863.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36302.11 >3 Yr <= 4 Yr 3583.11 91-180 Days S-7-Q 5929.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111439.77 >3 Yr <= 4 Yr 5523.26 91-180 Days E-1-Q 13523.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90984.34 >3 Yr <= 4 Yr 4495.09 91-180 Days E-2-Q 14201.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99885.01 >3 Yr <= 4 Yr 8225.47 <30 Days IG-1-Q 17498.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87359.93 >3 Yr <= 4 Yr 5100.65 <30 Days IG-2-Q 2961.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43362.25 >3 Yr <= 4 Yr 2986.55 Open C-1 7461.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80052.40 >3 Yr <= 4 Yr 1628.19 91-180 Days CB-4 5266.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91369.66 >3 Yr <= 4 Yr 12558.92 91-180 Days E-10 6436.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70999.31 >3 Yr <= 4 Yr 164.96 Open E-3 9084.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109924.61 >3 Yr <= 4 Yr 12559.68 30-90 Days E-4 11271.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95475.44 >3 Yr <= 4 Yr 11090.54 91-180 Days E-5 15916.70 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110210.38 >3 Yr <= 4 Yr 16522.50 30-90 Days E-6 2388.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99226.27 >3 Yr <= 4 Yr 3753.59 30-90 Days E-7 7997.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32482.64 >3 Yr <= 4 Yr 3873.31 30-90 Days E-8 3676.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17161.72 >3 Yr <= 4 Yr 1974.40 Open E-9 2582.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70437.81 >3 Yr <= 4 Yr 4583.25 Open G-4 471.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2300.74 >3 Yr <= 4 Yr 19.41 <30 Days IG-3 80.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71241.99 >3 Yr <= 4 Yr 9360.70 30-90 Days IG-4 8257.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68601.07 >3 Yr <= 4 Yr 9607.35 Open IG-5 1022.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61295.28 >3 Yr <= 4 Yr 1681.92 <30 Days IG-6 9985.98 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103443.20 >3 Yr <= 4 Yr 4689.59 30-90 Days IG-7 10946.99 Yes Liberty Wealth Management LLC Treasury