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 24599.16 >4 Yr <= 5 Yr 677.22 30-90 Days L-7 4741.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2072.81 >4 Yr <= 5 Yr 42.31 <30 Days L-8 149.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51197.90 >4 Yr <= 5 Yr 5206.14 91-180 Days L-9 8685.17 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74242.28 >4 Yr <= 5 Yr 928.69 Open LC-1 10210.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6368.38 >4 Yr <= 5 Yr 340.66 <30 Days LC-2 904.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113483.98 >4 Yr <= 5 Yr 7033.09 91-180 Days N-1 8081.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62388.53 >4 Yr <= 5 Yr 1237.32 91-180 Days N-2 5129.36 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79012.80 >4 Yr <= 5 Yr 4919.68 30-90 Days N-3 2367.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69880.96 >4 Yr <= 5 Yr 1860.07 Open N-4 10444.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59823.18 >4 Yr <= 5 Yr 2336.43 <30 Days N-5 11580.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67554.68 >4 Yr <= 5 Yr 4488.61 <30 Days N-6 3001.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34613.70 >4 Yr <= 5 Yr 376.19 Open N-7 5322.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97391.05 >4 Yr <= 5 Yr 6435.46 91-180 Days P-1 8714.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100074.24 >4 Yr <= 5 Yr 1869.52 30-90 Days P-2 10731.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45508.19 >4 Yr <= 5 Yr 1179.89 <30 Days S-8 5089.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2984.83 >4 Yr <= 5 Yr 273.66 Open Y-1 3.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89957.33 >4 Yr <= 5 Yr 6754.04 91-180 Days Y-2 5960.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24520.97 >4 Yr <= 5 Yr 1069.87 <30 Days Y-3 3651.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54192.84 >4 Yr <= 5 Yr 2826.76 Open Y-4 9101.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38916.12 >4 Yr <= 5 Yr 1870.83 91-180 Days Z-1 4583.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59293.38 >4 Yr <= 5 Yr 8652.44 <30 Days A-2 5128.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112522.54 >4 Yr <= 5 Yr 13407.34 Open A-3 21829.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9581.14 >4 Yr <= 5 Yr 56.20 Open A-4 1536.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78310.27 >4 Yr <= 5 Yr 4229.95 30-90 Days A-5 12365.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82967.71 >4 Yr <= 5 Yr 12070.64 <30 Days CB-1 9462.11 No Risk Management