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 61001.46 Day 45 6232.76 <30 Days L-11 6.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93256.33 Day 45 4217.61 91-180 Days L-2 310.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43622.67 Day 45 5463.13 Open L-3 859.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72836.05 Day 45 5791.42 <30 Days L-4 9332.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20639.98 Day 45 278.70 <30 Days L-5 372.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74745.57 Day 45 7992.98 <30 Days L-6 5350.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76098.10 Day 45 504.12 30-90 Days L-7 2076.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112624.06 Day 45 4134.16 30-90 Days L-8 591.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79032.81 Day 45 4308.35 <30 Days L-9 13736.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100426.78 Day 45 10761.54 Open LC-1 474.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92628.41 Day 45 8636.24 30-90 Days LC-2 1029.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88056.60 Day 45 4433.99 <30 Days N-1 7547.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105497.29 Day 45 5198.55 91-180 Days N-2 10414.62 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111533.04 Day 45 4646.02 <30 Days N-3 5690.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73366.02 Day 45 1508.25 30-90 Days N-4 13238.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31986.40 Day 45 2163.12 <30 Days N-5 5002.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 225.40 Day 45 5.45 Open N-6 35.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46607.55 Day 45 1982.65 Open N-7 5648.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17815.23 Day 45 1637.28 Open P-1 2331.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61656.39 Day 45 3888.25 Open P-2 5802.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74985.42 Day 45 2972.37 91-180 Days S-8 9677.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72452.34 Day 45 3769.47 91-180 Days Y-1 1764.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6428.75 Day 45 822.73 Open Y-2 581.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61853.41 Day 45 2860.95 Open Y-3 9231.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92500.54 Day 45 6690.86 30-90 Days Y-4 14863.69 No Legal