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 35002.19 Day 9 3826.75 30-90 Days L-5 156.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86581.66 Day 9 11070.61 Open L-6 3959.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92810.12 Day 9 12637.46 91-180 Days L-7 1862.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103949.72 Day 9 1004.39 <30 Days L-8 13588.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16658.52 Day 9 1484.19 Open L-9 2693.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52657.87 Day 9 2380.09 <30 Days LC-1 7529.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47828.50 Day 9 6685.60 Open LC-2 2900.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7435.75 Day 9 1041.26 Open N-1 386.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27417.09 Day 9 1311.22 <30 Days N-2 5426.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48468.88 Day 9 5014.13 Open N-3 9532.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78438.57 Day 9 5990.15 Open N-4 10244.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82607.06 Day 9 11839.55 <30 Days N-5 10060.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31037.47 Day 9 3880.87 Open N-6 1300.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19746.52 Day 9 2853.90 Open N-7 3909.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79795.29 Day 9 1197.53 <30 Days P-1 3298.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11481.39 Day 9 443.99 30-90 Days P-2 137.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76331.48 Day 9 196.97 Open S-8 132.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112993.31 Day 9 989.22 <30 Days Y-1 21270.88 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63580.68 Day 9 6530.15 <30 Days Y-2 12499.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45691.45 Day 9 3434.64 30-90 Days Y-3 3122.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59847.35 Day 9 6975.45 30-90 Days Y-4 9331.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65907.99 Day 9 5629.89 30-90 Days Z-1 835.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95765.40 Day 9 9083.09 91-180 Days A-2 10456.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22772.62 Day 9 2765.71 30-90 Days A-3 1243.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23309.69 Day 9 623.79 30-90 Days A-4 4095.88 Yes Liberty Capital Markets Inc. Treasury