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 62506.15 Day 38 6743.92 30-90 Days L-1 9145.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80794.36 Day 38 2907.95 30-90 Days L-10 11001.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108135.80 Day 38 11299.09 Open L-11 19650.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73581.89 Day 38 6128.30 91-180 Days L-2 8631.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8772.51 Day 38 448.46 Open L-3 1717.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107121.38 Day 38 14402.18 Open L-4 16204.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30366.65 Day 38 3397.51 <30 Days L-5 1693.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96442.39 Day 38 5530.25 30-90 Days L-6 2600.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35887.19 Day 38 4683.67 91-180 Days L-7 3937.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53792.01 Day 38 3656.31 30-90 Days L-8 1148.85 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35240.10 Day 38 2013.70 30-90 Days L-9 5678.47 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74548.12 Day 38 1775.64 Open LC-1 12809.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58118.95 Day 38 488.51 <30 Days LC-2 10049.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61757.91 Day 38 2616.42 91-180 Days N-1 5893.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4625.51 Day 38 437.22 91-180 Days N-2 165.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39483.53 Day 38 896.20 30-90 Days N-3 671.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72299.29 Day 38 8704.70 <30 Days N-4 10863.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58144.81 Day 38 872.55 Open N-5 2628.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102229.95 Day 38 13808.39 <30 Days N-6 2624.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108005.67 Day 38 15939.03 <30 Days N-7 18521.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110077.28 Day 38 16239.26 91-180 Days P-1 3441.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75275.15 Day 38 5720.92 Open P-2 9246.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101177.30 Day 38 1156.53 <30 Days S-8 15651.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111197.23 Day 38 12171.53 91-180 Days Y-1 17439.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25390.54 Day 38 2280.92 <30 Days Y-2 1764.29 No Operations