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 1077.08 Day 52 57.41 91-180 Days E-1-Q 92.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6055.10 Day 52 765.19 30-90 Days E-2-Q 446.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34121.63 Day 52 4279.89 <30 Days IG-1-Q 6569.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52071.75 Day 52 5210.67 91-180 Days IG-2-Q 2316.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23257.15 Day 52 2128.64 <30 Days C-1 1856.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82127.38 Day 52 4656.95 30-90 Days CB-4 14654.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8346.41 Day 52 159.36 91-180 Days E-10 970.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80304.67 Day 52 10229.73 30-90 Days E-3 14471.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25761.60 Day 52 2166.19 Open E-4 2736.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23336.07 Day 52 49.02 <30 Days E-5 3337.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89073.59 Day 52 6505.24 <30 Days E-6 14021.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76193.13 Day 52 8367.41 30-90 Days E-7 7179.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95066.00 Day 52 11065.88 <30 Days E-8 4832.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112975.74 Day 52 2018.37 30-90 Days E-9 7883.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97912.75 Day 52 11337.38 91-180 Days G-4 16759.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37940.27 Day 52 4798.02 Open IG-3 4466.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54494.44 Day 52 6680.24 <30 Days IG-4 9641.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48385.33 Day 52 3722.61 <30 Days IG-5 2885.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20273.12 Day 52 496.84 91-180 Days IG-6 2226.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91017.99 Day 52 13444.81 <30 Days IG-7 17983.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36351.12 Day 52 3717.32 30-90 Days IG-8 2355.84 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69392.77 Day 52 5285.15 30-90 Days L-1 12295.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5307.27 Day 52 57.65 30-90 Days L-10 228.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17923.99 Day 52 2536.53 30-90 Days L-11 3192.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91983.03 Day 52 5126.35 <30 Days L-2 1605.90 Yes Liberty Wealth Management LLC Operations