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 100685.69 Day 18 5125.64 30-90 Days A-4 10412.29 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77866.61 Day 18 1971.99 <30 Days A-5 11087.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44309.53 Day 18 4743.79 <30 Days CB-1 3453.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13074.49 Day 18 747.22 <30 Days CB-2 1749.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56268.45 Day 18 2360.16 30-90 Days CB-3 8017.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29863.62 Day 18 354.60 91-180 Days E-1 4075.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51533.64 Day 18 2165.99 91-180 Days E-2 9782.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73844.87 Day 18 8113.89 <30 Days G-1 9119.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1953.28 Day 18 251.03 91-180 Days G-2 138.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23446.17 Day 18 2745.33 Open G-3 991.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76657.08 Day 18 9197.66 Open IG-1 7782.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13987.87 Day 18 290.19 30-90 Days IG-2 1050.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28315.44 Day 18 1544.97 <30 Days S-1 4568.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72498.69 Day 18 4865.23 Open S-2 2689.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107932.73 Day 18 13874.24 Open S-3 20173.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6963.64 Day 18 1032.23 30-90 Days S-4 1285.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62895.25 Day 18 591.71 Open S-5 4171.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8107.36 Day 18 822.50 30-90 Days S-6 351.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60502.88 Day 18 2322.62 30-90 Days S-7 10763.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94690.15 Day 19 12518.94 91-180 Days A-0-Q 12911.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26442.57 Day 19 1215.44 30-90 Days A-1-Q 489.43 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78579.12 Day 19 9185.43 91-180 Days A-2-Q 5317.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21218.39 Day 19 2012.50 Open A-3-Q 1600.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57806.81 Day 19 6306.44 Open A-4-Q 125.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29468.19 Day 19 1287.85 <30 Days A-5-Q 5353.22 No Legal