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 88046.98 75 - 82 Days 12190.23 Open L-7 3717.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113231.18 75 - 82 Days 7278.69 <30 Days L-8 12227.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3707.62 75 - 82 Days 327.21 <30 Days L-9 312.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74401.68 75 - 82 Days 5083.61 Open LC-1 12637.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96242.26 75 - 82 Days 2875.99 30-90 Days LC-2 16411.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28515.64 75 - 82 Days 3705.41 91-180 Days N-1 4111.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57207.28 75 - 82 Days 3675.25 Open N-2 5788.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83182.14 75 - 82 Days 4583.79 <30 Days N-3 1466.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38988.97 75 - 82 Days 4590.95 <30 Days N-4 4008.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48576.97 75 - 82 Days 2392.47 Open N-5 3662.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44119.52 75 - 82 Days 1264.36 <30 Days N-6 1968.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93226.07 75 - 82 Days 13368.43 30-90 Days N-7 9230.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80834.13 75 - 82 Days 11988.47 91-180 Days P-1 985.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47523.62 75 - 82 Days 205.81 <30 Days P-2 5991.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2566.55 75 - 82 Days 81.87 <30 Days S-8 224.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17030.14 75 - 82 Days 141.24 Open Y-1 2762.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100635.96 75 - 82 Days 12449.81 Open Y-2 2088.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93853.36 75 - 82 Days 7784.45 91-180 Days Y-3 16623.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59956.31 75 - 82 Days 1329.43 91-180 Days Y-4 5917.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9225.72 75 - 82 Days 996.79 91-180 Days Z-1 920.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24586.92 75 - 82 Days 3536.91 Open A-2 2506.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84837.00 75 - 82 Days 8994.04 <30 Days A-3 2104.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52935.29 75 - 82 Days 4318.99 30-90 Days A-4 3554.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25212.36 75 - 82 Days 664.93 91-180 Days A-5 130.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 730.92 75 - 82 Days 3.70 Open CB-1 137.68 Yes Liberty Capital Markets Inc. Legal