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 102665.77 Day 2 6217.59 91-180 Days A-3 16044.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76290.72 Day 2 10970.78 <30 Days A-4 13368.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 642.21 Day 2 48.09 Open A-5 109.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24481.27 Day 2 1269.55 Open CB-1 4476.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38943.67 Day 2 547.08 30-90 Days CB-2 1217.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91808.34 Day 2 5659.18 30-90 Days CB-3 2057.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99593.88 Day 2 8442.36 91-180 Days E-1 7310.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55133.56 Day 2 5286.58 Open E-2 14.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68865.87 Day 2 2215.50 <30 Days G-1 7023.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26968.19 Day 2 3138.10 Open G-2 4810.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84810.43 Day 2 12424.92 <30 Days G-3 5635.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29083.91 Day 2 372.62 <30 Days IG-1 230.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90591.31 Day 2 335.60 <30 Days IG-2 8736.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47879.70 Day 2 4139.19 91-180 Days S-1 5763.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6112.43 Day 2 141.76 Open S-2 621.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101129.50 Day 2 10410.01 30-90 Days S-3 15992.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74233.85 Day 2 3500.00 Open S-4 13753.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46337.34 Day 2 3186.75 Open S-5 4650.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48066.15 Day 2 5172.78 Open S-6 2493.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47831.80 Day 2 5604.83 Open S-7 7674.30 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96238.02 Day 3 12449.18 <30 Days A-0-Q 11015.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13262.68 Day 3 1947.22 <30 Days A-1-Q 2085.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55176.26 Day 3 6935.09 91-180 Days A-2-Q 9634.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7506.59 Day 3 309.65 30-90 Days A-3-Q 1376.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2011.13 Day 3 152.57 91-180 Days A-4-Q 102.45 No Finance