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 87992.26 Day 37 1252.66 <30 Days A-4-Q 5443.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1688.82 Day 37 189.16 91-180 Days A-5-Q 184.68 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101163.00 Day 37 6908.65 91-180 Days CB-1-Q 18032.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42185.86 Day 37 2144.28 Open CB-2-Q 2596.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31135.65 Day 37 2489.48 91-180 Days S-1-Q 475.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31154.57 Day 37 3642.49 <30 Days S-2-Q 4929.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11017.70 Day 37 521.79 <30 Days S-3-Q 865.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17109.85 Day 37 2137.76 91-180 Days S-4-Q 3267.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87335.79 Day 37 1575.15 30-90 Days CB-3-Q 832.40 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40242.25 Day 37 744.11 Open G-1-Q 5071.48 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5190.06 Day 37 170.05 <30 Days G-2-Q 494.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10370.52 Day 37 189.43 <30 Days G-3-Q 177.97 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45992.18 Day 37 5074.89 91-180 Days S-5-Q 2582.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111085.30 Day 37 9054.04 91-180 Days S-6-Q 17895.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43751.66 Day 37 4629.11 91-180 Days S-7-Q 6755.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7880.88 Day 37 531.31 30-90 Days E-1-Q 65.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87608.01 Day 37 2905.16 Open E-2-Q 14913.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100438.69 Day 37 8254.78 Open IG-1-Q 10236.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48952.44 Day 37 6218.58 Open IG-2-Q 1850.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96778.44 Day 37 10526.05 Open C-1 18999.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107480.25 Day 37 10363.28 91-180 Days CB-4 20704.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 253.06 Day 37 35.41 30-90 Days E-10 22.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103968.46 Day 37 6015.08 <30 Days E-3 19625.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80478.06 Day 37 2334.23 <30 Days E-4 10282.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99971.44 Day 37 1762.15 91-180 Days E-5 6887.40 Yes Liberty Capital Markets Inc. Legal