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 90481.94 Day 40 2944.99 Open CB-3-Q 11303.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19168.71 Day 40 33.62 Open G-1-Q 2012.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27373.71 Day 40 2512.31 Open G-2-Q 2787.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42457.17 Day 40 624.04 30-90 Days G-3-Q 3379.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69608.41 Day 40 4269.64 30-90 Days S-5-Q 1026.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10390.55 Day 40 674.18 <30 Days S-6-Q 790.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19609.94 Day 40 2928.28 <30 Days S-7-Q 2326.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85305.97 Day 40 10747.76 91-180 Days E-1-Q 10252.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37229.34 Day 40 5356.49 30-90 Days E-2-Q 2407.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10382.42 Day 40 1439.01 <30 Days IG-1-Q 258.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34910.06 Day 40 2470.59 30-90 Days IG-2-Q 4430.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21943.94 Day 40 1616.08 <30 Days C-1 2969.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17261.08 Day 40 2504.06 <30 Days CB-4 2959.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46669.46 Day 40 6803.10 Open E-10 8157.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12006.29 Day 40 1030.13 Open E-3 1067.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9201.59 Day 40 1266.76 Open E-4 679.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112351.87 Day 40 10933.44 Open E-5 7086.70 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76789.33 Day 40 9964.52 30-90 Days E-6 8642.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96349.61 Day 40 11414.13 30-90 Days E-7 8177.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34747.81 Day 40 3497.01 <30 Days E-8 1147.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35534.73 Day 40 3717.57 <30 Days E-9 6870.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28491.13 Day 40 2894.91 91-180 Days G-4 608.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93924.18 Day 40 7581.14 Open IG-3 14982.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36977.04 Day 40 3295.22 <30 Days IG-4 7124.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11890.37 Day 40 880.68 <30 Days IG-5 1422.07 No Operations