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 72869.81 Day 21 802.07 91-180 Days N-1 5752.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38774.05 Day 21 793.20 30-90 Days N-2 2682.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77375.90 Day 21 7693.56 91-180 Days N-3 3322.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61391.49 Day 21 5547.00 Open N-4 2269.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 473.72 Day 21 38.15 Open N-5 22.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100386.47 Day 21 1082.64 30-90 Days N-6 18138.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102584.14 Day 21 3445.20 Open N-7 2630.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24901.56 Day 21 2601.19 Open P-1 1853.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39584.04 Day 21 3681.81 Open P-2 5088.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83805.03 Day 21 3116.97 <30 Days S-8 13715.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53.38 Day 21 3.45 <30 Days Y-1 1.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103814.79 Day 21 12994.69 30-90 Days Y-2 2638.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90345.00 Day 21 2418.80 91-180 Days Y-3 17568.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39455.72 Day 21 3230.66 <30 Days Y-4 498.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32078.09 Day 21 891.76 91-180 Days Z-1 4988.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85703.89 Day 21 8414.63 30-90 Days A-2 3381.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8673.08 Day 21 729.52 <30 Days A-3 720.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74432.55 Day 21 6344.18 30-90 Days A-4 12008.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75745.32 Day 21 5390.17 30-90 Days A-5 11850.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91987.92 Day 21 9863.89 Open CB-1 2794.45 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60814.59 Day 21 6739.94 30-90 Days CB-2 879.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37463.07 Day 21 4615.08 91-180 Days CB-3 5887.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85952.49 Day 21 3821.16 91-180 Days E-1 2668.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67763.20 Day 21 6344.73 91-180 Days E-2 5609.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69078.80 Day 21 3861.39 Open G-1 10677.27 Yes Liberty Capital Markets Inc. Finance