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 73825.28 Day 12 10758.70 91-180 Days A-4-Q 10094.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80135.70 Day 12 4684.62 91-180 Days A-5-Q 9229.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109885.53 Day 12 1193.27 30-90 Days CB-1-Q 8403.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25734.68 Day 12 3750.07 Open CB-2-Q 3161.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30434.87 Day 12 3858.72 91-180 Days S-1-Q 823.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 605.03 Day 12 11.09 30-90 Days S-2-Q 75.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31956.34 Day 12 2717.05 <30 Days S-3-Q 3056.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33097.35 Day 12 2219.32 <30 Days S-4-Q 6290.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111942.00 Day 12 5973.74 30-90 Days CB-3-Q 2294.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12957.93 Day 12 1281.48 91-180 Days G-1-Q 2473.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79813.44 Day 12 5445.87 30-90 Days G-2-Q 2945.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4207.58 Day 12 303.09 30-90 Days G-3-Q 778.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72743.09 Day 12 2114.15 Open S-5-Q 7951.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58278.41 Day 12 1541.38 30-90 Days S-6-Q 383.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63377.21 Day 12 7959.47 Open S-7-Q 9457.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5348.84 Day 12 151.01 30-90 Days E-1-Q 258.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28524.13 Day 12 3237.81 <30 Days E-2-Q 1367.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7246.84 Day 12 804.00 Open IG-1-Q 871.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37422.26 Day 12 3765.50 <30 Days IG-2-Q 1243.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93203.23 Day 12 5715.82 <30 Days C-1 2949.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27698.78 Day 12 336.25 30-90 Days CB-4 1060.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15917.99 Day 12 864.95 30-90 Days E-10 1459.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72836.71 Day 12 553.05 Open E-3 6974.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74980.27 Day 12 2448.35 <30 Days E-4 2209.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25873.19 Day 12 2205.89 Open E-5 4216.44 Yes Liberty Wealth Management LLC Treasury