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 113567.26 Day 7 685.02 Open L-8 2524.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88811.19 Day 7 6699.03 <30 Days L-9 12207.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109051.96 Day 7 10459.03 30-90 Days LC-1 18361.76 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67850.03 Day 7 8733.18 30-90 Days LC-2 6478.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86674.62 Day 7 2663.88 Open N-1 12244.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4666.92 Day 7 541.88 30-90 Days N-2 444.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51078.70 Day 7 4212.46 30-90 Days N-3 3397.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96501.44 Day 7 10549.15 91-180 Days N-4 1155.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100279.46 Day 7 5885.11 Open N-5 7916.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32254.42 Day 7 4428.41 30-90 Days N-6 1012.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55412.09 Day 7 199.16 Open N-7 5729.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67059.48 Day 7 4547.76 30-90 Days P-1 10716.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1320.56 Day 7 182.20 91-180 Days P-2 38.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60517.15 Day 7 1036.45 30-90 Days S-8 7065.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51024.15 Day 7 4845.46 <30 Days Y-1 6646.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87285.19 Day 7 4155.86 30-90 Days Y-2 2648.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18604.46 Day 7 956.81 91-180 Days Y-3 3394.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67708.01 Day 7 8204.89 91-180 Days Y-4 10962.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104768.18 Day 7 733.03 91-180 Days Z-1 2701.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43398.20 Day 7 1443.28 30-90 Days A-2 6683.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66573.62 Day 7 3621.88 30-90 Days A-3 6137.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38575.09 Day 7 5090.47 30-90 Days A-4 1287.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92439.74 Day 7 8713.02 30-90 Days A-5 15931.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66819.41 Day 7 4682.26 Open CB-1 4211.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5214.58 Day 7 562.49 <30 Days CB-2 328.81 No Treasury