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 11981.08 Day 58 891.67 91-180 Days IG-4 2201.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108441.81 Day 58 13415.19 Open IG-5 18711.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 598.61 Day 58 5.22 Open IG-6 4.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41801.72 Day 58 4029.92 30-90 Days IG-7 3298.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56107.34 Day 58 7720.10 91-180 Days IG-8 11179.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9667.44 Day 58 117.07 91-180 Days L-1 254.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67859.95 Day 58 3778.57 30-90 Days L-10 12524.20 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55846.00 Day 58 2477.85 Open L-11 3256.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24592.44 Day 58 1838.38 30-90 Days L-2 600.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9353.63 Day 58 466.45 91-180 Days L-3 798.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102375.67 Day 58 4110.88 30-90 Days L-4 11026.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22920.75 Day 58 1382.63 91-180 Days L-5 2690.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75321.16 Day 58 4697.73 91-180 Days L-6 7451.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25302.87 Day 58 685.06 91-180 Days L-7 1046.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90596.88 Day 58 12403.63 91-180 Days L-8 7251.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84727.17 Day 58 1501.62 91-180 Days L-9 4419.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46115.20 Day 58 2483.03 <30 Days LC-1 8478.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10630.80 Day 58 840.02 30-90 Days LC-2 76.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73961.73 Day 58 5528.45 <30 Days N-1 11018.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30966.27 Day 58 3400.16 <30 Days N-2 1226.27 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12051.56 Day 58 76.22 Open N-3 927.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70885.35 Day 58 4131.15 91-180 Days N-4 3204.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111710.31 Day 58 4377.27 30-90 Days N-5 20542.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110017.75 Day 58 8111.78 Open N-6 2029.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50115.45 Day 58 1717.24 Open N-7 1470.31 No Legal