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 38006.65 Day 51 1813.54 Open G-4 3493.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90645.95 Day 51 3867.24 91-180 Days IG-3 17212.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57163.95 Day 51 7329.41 30-90 Days IG-4 6784.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110044.67 Day 51 6929.20 30-90 Days IG-5 7835.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74058.97 Day 51 3075.28 Open IG-6 9270.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102520.67 Day 51 13467.48 <30 Days IG-7 18630.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67535.18 Day 51 4494.22 30-90 Days IG-8 10484.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31530.87 Day 51 2204.41 <30 Days L-1 4523.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66195.52 Day 51 9433.30 30-90 Days L-10 4219.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2424.58 Day 51 249.51 91-180 Days L-11 410.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49119.20 Day 51 6954.71 <30 Days L-2 3832.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90014.68 Day 51 7434.71 <30 Days L-3 8496.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7126.20 Day 51 12.13 <30 Days L-4 247.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103760.44 Day 51 11821.29 <30 Days L-5 17692.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80747.32 Day 51 1686.88 Open L-6 4095.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50125.00 Day 51 281.81 91-180 Days L-7 3140.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42143.88 Day 51 3987.22 30-90 Days L-8 3040.02 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12213.74 Day 51 711.73 91-180 Days L-9 548.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110622.62 Day 51 11805.30 30-90 Days LC-1 19849.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79917.27 Day 51 4185.40 Open LC-2 2877.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103705.05 Day 51 4005.23 <30 Days N-1 20314.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27102.00 Day 51 43.87 Open N-2 3260.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87544.26 Day 51 3192.59 30-90 Days N-3 3140.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13496.43 Day 51 2021.64 30-90 Days N-4 2698.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45388.32 Day 51 2825.77 Open N-5 7487.69 Yes Liberty Capital Markets Inc. Risk Management