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 11455.13 Day 11 1.19 30-90 Days S-7-Q 187.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107123.40 Day 11 9737.00 <30 Days E-1-Q 14017.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60558.10 Day 11 2358.52 91-180 Days E-2-Q 267.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101696.29 Day 11 1280.14 91-180 Days IG-1-Q 6400.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38577.36 Day 11 1640.39 30-90 Days IG-2-Q 6284.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75727.17 Day 11 7110.99 30-90 Days C-1 12504.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95981.31 Day 11 13939.05 91-180 Days CB-4 15045.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35703.46 Day 11 5221.75 30-90 Days E-10 3688.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64169.84 Day 11 2771.61 91-180 Days E-3 5660.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77099.13 Day 11 6651.55 Open E-4 6221.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38768.50 Day 11 2295.64 30-90 Days E-5 1770.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59195.43 Day 11 1562.11 30-90 Days E-6 7527.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37354.47 Day 11 1771.77 30-90 Days E-7 517.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18045.66 Day 11 2642.29 91-180 Days E-8 3198.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23220.26 Day 11 3243.11 91-180 Days E-9 2017.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112378.02 Day 11 2948.70 Open G-4 17819.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82521.10 Day 11 1879.04 <30 Days IG-3 14745.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37132.71 Day 11 3726.29 91-180 Days IG-4 2851.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108368.02 Day 11 9573.30 <30 Days IG-5 10428.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102368.30 Day 11 2241.77 91-180 Days IG-6 614.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29423.43 Day 11 3949.22 <30 Days IG-7 267.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98215.19 Day 11 14641.62 <30 Days IG-8 4737.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82770.87 Day 11 5823.60 91-180 Days L-1 5573.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94819.20 Day 11 1632.29 30-90 Days L-10 486.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39475.99 Day 11 3733.52 <30 Days L-11 7055.67 Yes Liberty Wealth Management LLC Treasury