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 113299.13 Day 34 15491.15 91-180 Days A-5 9073.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15126.29 Day 34 1566.28 Open CB-1 841.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75742.30 Day 34 3611.55 30-90 Days CB-2 8114.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36294.00 Day 34 4367.58 <30 Days CB-3 2553.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7317.42 Day 34 112.98 91-180 Days E-1 977.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43820.70 Day 34 1227.53 Open E-2 6478.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40014.99 Day 34 5387.22 30-90 Days G-1 3949.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48941.43 Day 34 1224.00 Open G-2 6828.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26218.91 Day 34 2358.34 30-90 Days G-3 1442.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18625.71 Day 34 1290.09 30-90 Days IG-1 1031.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14955.46 Day 34 2192.10 91-180 Days IG-2 2058.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89857.08 Day 34 10181.59 <30 Days S-1 12293.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40550.13 Day 34 1262.98 30-90 Days S-2 4117.37 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60349.97 Day 34 4457.82 30-90 Days S-3 1409.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58586.84 Day 34 510.18 91-180 Days S-4 3160.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34958.83 Day 34 1947.08 30-90 Days S-5 1365.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104672.20 Day 34 14079.92 30-90 Days S-6 17609.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11528.66 Day 34 66.43 91-180 Days S-7 1449.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110765.97 Day 35 1785.95 91-180 Days A-0-Q 20783.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62144.49 Day 35 3912.64 Open A-1-Q 7004.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10661.14 Day 35 110.83 Open A-2-Q 396.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72731.84 Day 35 1711.73 Open A-3-Q 12203.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79546.13 Day 35 10202.48 Open A-4-Q 15212.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96568.54 Day 35 5662.99 91-180 Days A-5-Q 15043.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100075.60 Day 35 4488.67 30-90 Days CB-1-Q 1921.57 Yes Liberty International Finance Ltd. Risk Management