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 Central Bank Yes 61568.69 Day 36 7573.21 91-180 Days IG-4 7505.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51819.02 Day 36 698.60 30-90 Days IG-5 4805.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18712.09 Day 36 1910.07 30-90 Days IG-6 218.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 23450.08 Day 36 3322.63 Open IG-7 1477.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89521.75 Day 36 6308.02 91-180 Days IG-8 17843.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83355.37 Day 36 2348.35 91-180 Days L-1 8722.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100623.52 Day 36 5674.97 Open L-10 16210.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45518.19 Day 36 3334.55 Open L-11 1348.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 48168.91 Day 36 1011.21 30-90 Days L-2 7174.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32763.70 Day 36 1744.95 30-90 Days L-3 6227.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65701.74 Day 36 7625.79 91-180 Days L-4 7504.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95326.54 Day 36 12295.77 Open L-5 15959.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112303.14 Day 36 13200.27 Open L-6 8131.31 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97528.21 Day 36 12514.98 Open L-7 12344.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102708.07 Day 36 3102.97 30-90 Days L-8 14833.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91099.42 Day 36 7901.65 91-180 Days L-9 11406.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102915.93 Day 36 7580.93 <30 Days LC-1 15983.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56176.30 Day 36 1642.34 <30 Days LC-2 4985.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62949.50 Day 36 8980.43 Open N-1 9939.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 47871.78 Day 36 4862.64 <30 Days N-2 8305.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92705.84 Day 36 11967.67 91-180 Days N-3 12972.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 16989.45 Day 36 549.78 91-180 Days N-4 792.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70993.82 Day 36 8521.47 Open N-5 5519.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36627.23 Day 36 3093.47 <30 Days N-6 248.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46418.00 Day 36 3842.64 30-90 Days N-7 5274.98 Yes Liberty Wealth Management LLC Operations