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 Bank No 44999.24 Day 1 1697.85 91-180 Days Y-4 7215.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52921.54 Day 1 5866.78 91-180 Days Z-1 9225.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111618.45 Day 1 2112.17 30-90 Days A-2 7513.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80692.78 Day 1 592.81 <30 Days A-3 10162.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7705.99 Day 1 721.44 30-90 Days A-4 917.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107313.84 Day 1 15118.26 30-90 Days A-5 12435.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56425.56 Day 1 7049.54 <30 Days CB-1 5974.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100764.92 Day 1 7679.88 30-90 Days CB-2 12011.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104330.29 Day 1 6009.71 30-90 Days CB-3 17933.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104844.79 Day 1 12382.69 30-90 Days E-1 17917.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43574.69 Day 1 364.55 <30 Days E-2 5498.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96140.54 Day 1 12322.10 Open G-1 9479.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62069.33 Day 1 1752.52 Open G-2 8804.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90698.25 Day 1 7952.67 <30 Days G-3 17477.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105281.26 Day 1 9915.36 30-90 Days IG-1 6956.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45271.30 Day 1 6425.63 91-180 Days IG-2 8320.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104573.95 Day 1 6893.76 Open S-1 10179.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24224.00 Day 1 462.24 <30 Days S-2 2144.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11006.46 Day 1 1360.97 Open S-3 67.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73825.58 Day 1 2904.37 Open S-4 3401.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46985.19 Day 1 4185.58 <30 Days S-5 3401.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5251.93 Day 1 389.55 <30 Days S-6 1020.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52818.51 Day 1 3304.98 <30 Days S-7 794.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104830.61 Day 2 2571.15 91-180 Days A-0-Q 2213.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98333.49 Day 2 4059.94 30-90 Days A-1-Q 7376.39 Yes Liberty Wealth Management LLC Operations