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 26909.35 Day 44 2362.99 <30 Days G-2-Q 1722.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26844.36 Day 44 3381.08 30-90 Days G-3-Q 5165.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54770.78 Day 44 5466.38 30-90 Days S-5-Q 7616.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60082.58 Day 44 829.63 91-180 Days S-6-Q 7084.12 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60156.35 Day 44 6740.14 <30 Days S-7-Q 2314.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52111.40 Day 44 357.15 30-90 Days E-1-Q 119.29 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66967.19 Day 44 944.57 91-180 Days E-2-Q 5436.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17395.03 Day 44 1139.04 30-90 Days IG-1-Q 3370.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104160.16 Day 44 4692.57 30-90 Days IG-2-Q 16076.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109245.70 Day 44 3048.09 30-90 Days C-1 13618.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27892.03 Day 44 2569.67 91-180 Days CB-4 2780.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3833.13 Day 44 12.76 91-180 Days E-10 761.45 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28802.07 Day 44 3117.24 91-180 Days E-3 1186.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17560.49 Day 44 72.62 <30 Days E-4 2949.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73499.67 Day 44 1900.27 91-180 Days E-5 249.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103784.72 Day 44 10517.57 30-90 Days E-6 4541.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4337.08 Day 44 611.39 30-90 Days E-7 326.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62929.38 Day 44 6279.52 Open E-8 9346.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58645.26 Day 44 8421.50 Open E-9 4305.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41562.02 Day 44 5625.31 91-180 Days G-4 1667.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4566.64 Day 44 365.77 30-90 Days IG-3 350.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91497.31 Day 44 8968.15 <30 Days IG-4 4022.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48899.13 Day 44 791.17 91-180 Days IG-5 1641.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42944.93 Day 44 4176.52 91-180 Days IG-6 3485.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38252.91 Day 44 3186.67 91-180 Days IG-7 6563.48 No Treasury