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 MDB Yes 106992.21 Day 2 2552.71 Open E-1-Q 12867.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72448.84 Day 2 8179.57 <30 Days E-2-Q 14055.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43416.30 Day 2 3754.95 30-90 Days IG-1-Q 6523.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15648.29 Day 2 186.05 <30 Days IG-2-Q 2368.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66934.26 Day 2 8201.40 91-180 Days C-1 8769.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14782.78 Day 2 86.14 30-90 Days CB-4 1975.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16132.64 Day 2 1076.28 30-90 Days E-10 1215.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84824.01 Day 2 1581.44 <30 Days E-3 14921.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19525.66 Day 2 2708.03 Open E-4 3593.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28897.56 Day 2 1942.20 91-180 Days E-5 467.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111071.60 Day 2 13650.94 30-90 Days E-6 18553.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23292.04 Day 2 1816.96 <30 Days E-7 1435.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9743.80 Day 2 1030.75 <30 Days E-8 32.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79329.77 Day 2 11616.31 Open E-9 15053.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96427.10 Day 2 13500.84 91-180 Days G-4 18835.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91917.25 Day 2 9488.44 91-180 Days IG-3 7061.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77999.31 Day 2 3092.64 <30 Days IG-4 14969.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66423.09 Day 2 8998.65 Open IG-5 12878.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55299.11 Day 2 3535.32 30-90 Days IG-6 4688.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65464.76 Day 2 3628.67 30-90 Days IG-7 6180.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100147.20 Day 2 10309.41 <30 Days IG-8 7535.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103604.62 Day 2 14429.10 30-90 Days L-1 4389.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69026.09 Day 2 8065.47 Open L-10 12372.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58377.04 Day 2 6097.74 <30 Days L-11 236.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2728.63 Day 2 15.90 <30 Days L-2 61.42 No Operations