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 No 107592.54 Day 3 4214.44 <30 Days N-3 5541.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109548.96 Day 3 3173.80 30-90 Days N-4 9977.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84653.12 Day 3 3214.30 <30 Days N-5 14258.00 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 329.56 Day 3 19.91 91-180 Days N-6 17.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22231.17 Day 3 193.93 30-90 Days N-7 142.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63658.48 Day 3 7202.67 91-180 Days P-1 6120.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50147.67 Day 3 4157.98 91-180 Days P-2 8794.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63994.83 Day 3 567.43 91-180 Days S-8 8460.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43536.82 Day 3 1690.86 91-180 Days Y-1 2168.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98616.47 Day 3 13530.66 <30 Days Y-2 13949.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72857.35 Day 3 4726.19 91-180 Days Y-3 663.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110486.29 Day 3 4388.09 30-90 Days Y-4 16100.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17641.76 Day 3 1400.41 Open Z-1 2753.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90361.35 Day 3 9303.16 Open A-2 3808.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2806.82 Day 3 180.27 Open A-3 256.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101408.68 Day 3 7016.47 91-180 Days A-4 11228.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36750.27 Day 3 2478.66 <30 Days A-5 2716.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16775.54 Day 3 1625.83 30-90 Days CB-1 1420.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3837.90 Day 3 172.35 <30 Days CB-2 372.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23106.80 Day 3 1670.24 91-180 Days CB-3 1003.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21962.59 Day 3 2447.64 Open E-1 2089.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86235.26 Day 3 10312.46 <30 Days E-2 1128.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91170.43 Day 3 10344.45 91-180 Days G-1 7466.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110548.82 Day 3 14516.80 91-180 Days G-2 21872.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90100.92 Day 3 1900.67 91-180 Days G-3 6978.67 Yes Liberty Wealth Management LLC Finance