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 Yes 66327.91 Day 14 4438.23 Open LC-1 8991.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14350.45 Day 14 1621.33 <30 Days LC-2 17.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33357.16 Day 14 4728.24 <30 Days N-1 6159.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98289.30 Day 14 708.90 Open N-2 339.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107663.35 Day 14 3192.75 Open N-3 6694.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27105.99 Day 14 3411.80 <30 Days N-4 358.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50039.64 Day 14 3616.73 30-90 Days N-5 6142.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106898.00 Day 14 3450.21 91-180 Days N-6 4293.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5126.61 Day 14 303.01 <30 Days N-7 798.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70984.09 Day 14 5041.42 <30 Days P-1 7024.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6699.79 Day 14 100.04 30-90 Days P-2 1069.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49866.22 Day 14 3679.74 <30 Days S-8 9684.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80254.98 Day 14 9648.34 91-180 Days Y-1 7730.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49631.33 Day 14 1082.53 30-90 Days Y-2 8096.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77174.96 Day 14 3544.62 <30 Days Y-3 14711.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2550.01 Day 14 286.91 Open Y-4 305.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109106.85 Day 14 6812.54 30-90 Days Z-1 8079.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25671.65 Day 14 2120.18 91-180 Days A-2 4908.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15298.83 Day 14 1333.35 <30 Days A-3 1507.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110002.56 Day 14 7264.06 <30 Days A-4 15205.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73511.86 Day 14 2648.14 30-90 Days A-5 770.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91772.33 Day 14 4008.64 Open CB-1 16250.97 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21320.02 Day 14 2402.08 91-180 Days CB-2 1573.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98663.56 Day 14 11088.06 30-90 Days CB-3 5460.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9010.13 Day 14 1118.81 Open E-1 143.34 No Risk Management