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 9315.72 Day 6 694.40 Open Y-1 598.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100956.70 Day 6 13470.49 Open Y-2 19643.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3179.75 Day 6 268.53 91-180 Days Y-3 102.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109956.60 Day 6 4326.16 <30 Days Y-4 11137.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10847.43 Day 6 1412.01 <30 Days Z-1 1958.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8422.01 Day 6 767.82 30-90 Days A-2 1591.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81510.54 Day 6 8213.89 <30 Days A-3 11012.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38866.43 Day 6 5705.12 91-180 Days A-4 3935.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92469.37 Day 6 5735.22 91-180 Days A-5 1048.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95520.28 Day 6 8758.99 30-90 Days CB-1 13827.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 588.06 Day 6 62.76 30-90 Days CB-2 38.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58404.75 Day 6 3817.97 Open CB-3 1068.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71950.78 Day 6 5999.08 91-180 Days E-1 11094.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43288.30 Day 6 4404.95 Open E-2 2529.22 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3552.07 Day 6 343.74 30-90 Days G-1 644.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105681.86 Day 6 10865.42 30-90 Days G-2 10227.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101461.23 Day 6 4664.18 Open G-3 19099.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80583.93 Day 6 10384.24 Open IG-1 14145.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107644.51 Day 6 13366.84 Open IG-2 17238.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49820.16 Day 6 5945.77 30-90 Days S-1 5061.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96687.78 Day 6 7875.41 <30 Days S-2 15401.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61962.95 Day 6 2514.16 30-90 Days S-3 6427.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3472.13 Day 6 444.76 Open S-4 475.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68408.00 Day 6 4954.44 Open S-5 10187.88 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34664.58 Day 6 567.86 <30 Days S-6 6854.43 Yes Liberty Mortgage Services Corp. Risk Management