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 81449.63 Day 28 6143.32 <30 Days IG-1 645.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111373.76 Day 28 4278.51 30-90 Days IG-2 9000.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84930.25 Day 28 7932.89 <30 Days S-1 15727.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17922.86 Day 28 1902.43 91-180 Days S-2 2993.55 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10757.52 Day 28 528.02 <30 Days S-3 1077.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14533.95 Day 28 937.82 91-180 Days S-4 418.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52096.74 Day 28 7140.83 Open S-5 2724.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45697.72 Day 28 1135.83 30-90 Days S-6 8573.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79450.42 Day 28 2697.22 <30 Days S-7 10630.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9339.66 Day 29 416.47 <30 Days A-0-Q 234.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47072.71 Day 29 4685.86 30-90 Days A-1-Q 8869.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73619.69 Day 29 8851.64 91-180 Days A-2-Q 5882.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76296.05 Day 29 5719.53 <30 Days A-3-Q 1817.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14125.87 Day 29 357.32 <30 Days A-4-Q 2501.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55976.02 Day 29 1373.72 <30 Days A-5-Q 10805.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93204.80 Day 29 4489.15 <30 Days CB-1-Q 390.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86570.07 Day 29 10098.96 Open CB-2-Q 2868.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103133.81 Day 29 8407.19 30-90 Days S-1-Q 5025.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7396.79 Day 29 628.08 30-90 Days S-2-Q 566.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52266.70 Day 29 2345.96 Open S-3-Q 9873.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24448.40 Day 29 1269.08 <30 Days S-4-Q 4614.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1803.48 Day 29 62.95 <30 Days CB-3-Q 280.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12262.11 Day 29 372.97 <30 Days G-1-Q 874.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52150.64 Day 29 3795.04 91-180 Days G-2-Q 1920.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39728.84 Day 29 1592.31 30-90 Days G-3-Q 4551.96 Yes Liberty Capital Markets Inc. Finance