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 100405.37 >4 Yr <= 5 Yr 12918.10 Open L-9 8925.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61551.55 >4 Yr <= 5 Yr 847.19 <30 Days LC-1 5150.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78169.05 >4 Yr <= 5 Yr 9885.10 91-180 Days LC-2 10815.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68888.41 >4 Yr <= 5 Yr 626.61 91-180 Days N-1 13714.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97286.94 >4 Yr <= 5 Yr 12840.34 91-180 Days N-2 9226.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103612.71 >4 Yr <= 5 Yr 2623.60 30-90 Days N-3 14877.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46881.76 >4 Yr <= 5 Yr 5412.52 91-180 Days N-4 2584.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46891.44 >4 Yr <= 5 Yr 3201.57 <30 Days N-5 4547.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42658.84 >4 Yr <= 5 Yr 4826.55 <30 Days N-6 669.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62792.18 >4 Yr <= 5 Yr 4284.18 91-180 Days N-7 1136.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27485.21 >4 Yr <= 5 Yr 3906.98 30-90 Days P-1 5342.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75937.17 >4 Yr <= 5 Yr 4950.21 <30 Days P-2 10216.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27919.56 >4 Yr <= 5 Yr 116.87 Open S-8 3127.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40955.50 >4 Yr <= 5 Yr 3794.99 30-90 Days Y-1 4712.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19635.41 >4 Yr <= 5 Yr 1818.57 30-90 Days Y-2 3570.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27836.53 >4 Yr <= 5 Yr 1352.90 <30 Days Y-3 3941.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16997.92 >4 Yr <= 5 Yr 2296.11 Open Y-4 1250.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100858.76 >4 Yr <= 5 Yr 6389.59 91-180 Days Z-1 4152.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68811.56 >4 Yr <= 5 Yr 53.72 <30 Days A-2 3942.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1516.83 >4 Yr <= 5 Yr 50.56 Open A-3 40.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66810.31 >4 Yr <= 5 Yr 2482.00 91-180 Days A-4 3717.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71294.52 >4 Yr <= 5 Yr 7935.76 Open A-5 3706.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105288.21 >4 Yr <= 5 Yr 14462.52 <30 Days CB-1 2167.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97932.88 >4 Yr <= 5 Yr 9226.51 30-90 Days CB-2 9358.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24512.87 >4 Yr <= 5 Yr 562.79 <30 Days CB-3 4134.73 No Legal