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 14773.41 Day 24 649.41 30-90 Days IG-5 630.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87840.89 Day 24 4749.02 Open IG-6 12148.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31925.46 Day 24 816.69 <30 Days IG-7 1527.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39533.44 Day 24 304.68 <30 Days IG-8 1136.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38377.77 Day 24 5013.78 91-180 Days L-1 4920.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64394.93 Day 24 8723.66 Open L-10 4158.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54140.12 Day 24 2362.55 91-180 Days L-11 4808.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2454.84 Day 24 260.77 30-90 Days L-2 411.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109192.92 Day 24 15691.57 91-180 Days L-3 12648.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105649.50 Day 24 4867.26 30-90 Days L-4 16658.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54723.88 Day 24 7888.96 <30 Days L-5 272.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19313.12 Day 24 2246.05 <30 Days L-6 1299.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18522.94 Day 24 1892.85 91-180 Days L-7 1121.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112685.59 Day 24 228.56 <30 Days L-8 15310.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20125.86 Day 24 979.99 30-90 Days L-9 3088.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75957.33 Day 24 8869.71 <30 Days LC-1 6106.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78741.63 Day 24 9684.27 30-90 Days LC-2 1739.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108023.03 Day 24 2095.88 <30 Days N-1 16715.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13701.50 Day 24 413.93 91-180 Days N-2 655.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64058.07 Day 24 5337.58 91-180 Days N-3 10687.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19079.43 Day 24 758.57 Open N-4 3801.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24302.68 Day 24 3504.31 30-90 Days N-5 2986.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92350.99 Day 24 13344.95 Open N-6 15957.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19379.18 Day 24 2044.96 Open N-7 2467.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23171.88 Day 24 1798.31 <30 Days P-1 2683.00 No Risk Management