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 93836.96 Day 8 6759.25 <30 Days P-1 15695.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91802.43 Day 8 9501.13 30-90 Days P-2 9626.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51036.12 Day 8 6471.74 91-180 Days S-8 3025.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30703.99 Day 8 4434.61 <30 Days Y-1 5357.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81123.70 Day 8 7733.36 Open Y-2 7374.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5383.78 Day 8 4.63 91-180 Days Y-3 806.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54247.62 Day 8 6791.53 Open Y-4 559.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102150.14 Day 8 10398.11 30-90 Days Z-1 6453.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31831.20 Day 8 1451.22 30-90 Days A-2 3335.01 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30762.24 Day 8 3337.36 30-90 Days A-3 5454.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13549.86 Day 8 1070.85 30-90 Days A-4 1043.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1972.01 Day 8 223.97 Open A-5 355.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64897.51 Day 8 7302.73 <30 Days CB-1 7831.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94876.62 Day 8 5249.09 91-180 Days CB-2 9016.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43691.71 Day 8 5877.62 <30 Days CB-3 7773.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95971.30 Day 8 7247.80 30-90 Days E-1 3277.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41587.74 Day 8 763.63 <30 Days E-2 2586.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10099.33 Day 8 1308.09 <30 Days G-1 1944.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73879.28 Day 8 6390.72 91-180 Days G-2 13389.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77465.73 Day 8 5747.06 91-180 Days G-3 12506.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26900.56 Day 8 1999.53 30-90 Days IG-1 3788.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106448.33 Day 8 13709.78 <30 Days IG-2 20159.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101426.60 Day 8 21.35 91-180 Days S-1 8835.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100762.20 Day 8 6529.36 Open S-2 12767.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69453.23 Day 8 3508.17 30-90 Days S-3 4777.11 Yes Liberty International Finance Ltd. Legal