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 32862.34 Day 4 3663.82 Open L-10 5420.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60234.38 Day 4 2026.62 <30 Days L-11 1608.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104845.55 Day 4 15297.86 30-90 Days L-2 13844.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75825.08 Day 4 3402.09 30-90 Days L-3 5962.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52219.93 Day 4 963.61 91-180 Days L-4 8161.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113267.78 Day 4 14740.58 30-90 Days L-5 14628.10 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100996.10 Day 4 2045.64 30-90 Days L-6 13811.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18854.77 Day 4 2571.45 <30 Days L-7 1218.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9133.62 Day 4 1003.96 30-90 Days L-8 278.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53022.14 Day 4 7545.24 91-180 Days L-9 8360.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110098.70 Day 4 13915.40 91-180 Days LC-1 2621.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 668.52 Day 4 38.17 <30 Days LC-2 124.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109421.08 Day 4 15693.68 30-90 Days N-1 12059.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104308.77 Day 4 8596.41 <30 Days N-2 19227.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3826.31 Day 4 379.41 <30 Days N-3 662.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56438.53 Day 4 1587.81 30-90 Days N-4 8515.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39969.43 Day 4 3167.85 <30 Days N-5 7181.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33602.81 Day 4 2090.66 Open N-6 1177.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71440.37 Day 4 2804.83 <30 Days N-7 9728.93 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73527.60 Day 4 10406.96 <30 Days P-1 515.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46016.33 Day 4 6242.57 91-180 Days P-2 3584.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13792.14 Day 4 47.62 91-180 Days S-8 134.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89278.62 Day 4 4236.33 Open Y-1 4663.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 297.30 Day 4 43.46 30-90 Days Y-2 4.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92048.72 Day 4 12373.81 <30 Days Y-3 4327.76 Yes Liberty International Finance Ltd. Legal