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 Yes 36788.49 Day 39 1254.88 <30 Days N-7 7146.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61173.43 Day 39 966.37 91-180 Days P-1 1875.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76734.83 Day 39 2853.28 91-180 Days P-2 11664.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17792.32 Day 39 2085.45 Open S-8 2514.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108469.16 Day 39 2098.28 Open Y-1 5901.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20392.82 Day 39 1959.58 <30 Days Y-2 2921.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106996.70 Day 39 6054.91 91-180 Days Y-3 14509.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12072.94 Day 39 1724.32 <30 Days Y-4 2401.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102653.01 Day 39 8535.80 30-90 Days Z-1 10989.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53174.26 Day 39 3764.88 <30 Days A-2 7641.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91631.44 Day 39 7559.05 30-90 Days A-3 1794.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101370.35 Day 39 8804.72 91-180 Days A-4 19700.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63586.35 Day 39 6870.65 <30 Days A-5 7561.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34516.16 Day 39 3341.91 30-90 Days CB-1 2525.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90120.04 Day 39 11165.95 <30 Days CB-2 16755.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6846.20 Day 39 137.74 30-90 Days CB-3 1232.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50887.91 Day 39 2125.62 91-180 Days E-1 10109.94 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101198.96 Day 39 6333.30 <30 Days E-2 8771.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72659.64 Day 39 5645.37 91-180 Days G-1 11206.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84756.98 Day 39 12594.36 Open G-2 10046.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2481.37 Day 39 86.61 30-90 Days G-3 431.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33538.98 Day 39 1475.64 <30 Days IG-1 1254.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31143.48 Day 39 3326.84 <30 Days IG-2 3535.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15574.07 Day 39 828.21 91-180 Days S-1 969.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61800.70 Day 39 288.00 91-180 Days S-2 5825.80 No Finance