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 19002.77 Day 60 152.06 91-180 Days S-1 3139.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105491.67 Day 60 6768.49 Open S-2 4885.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93366.37 Day 60 7888.54 91-180 Days S-3 15142.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49185.92 Day 60 593.65 30-90 Days S-4 7882.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61610.97 Day 60 5015.11 Open S-5 11833.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53209.54 Day 60 5605.57 Open S-6 4774.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12168.15 Day 60 500.79 30-90 Days S-7 655.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16635.58 61 - 67 Days 1217.37 <30 Days A-0-Q 1953.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93771.96 61 - 67 Days 1749.42 30-90 Days A-1-Q 453.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42060.05 61 - 67 Days 483.67 Open A-2-Q 4757.33 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66223.07 61 - 67 Days 667.46 Open A-3-Q 11354.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47549.06 61 - 67 Days 1899.52 Open A-4-Q 7010.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102168.16 61 - 67 Days 13356.78 30-90 Days A-5-Q 12459.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26546.50 61 - 67 Days 3585.79 91-180 Days CB-1-Q 2082.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18176.16 61 - 67 Days 576.29 <30 Days CB-2-Q 24.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52857.54 61 - 67 Days 1019.62 Open S-1-Q 9676.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93802.95 61 - 67 Days 9720.13 Open S-2-Q 14829.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85102.16 61 - 67 Days 11667.61 91-180 Days S-3-Q 13082.93 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30028.37 61 - 67 Days 3566.07 Open S-4-Q 2863.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79481.06 61 - 67 Days 6144.19 <30 Days CB-3-Q 4099.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50707.42 61 - 67 Days 1365.20 <30 Days G-1-Q 5630.33 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58713.36 61 - 67 Days 8077.48 91-180 Days G-2-Q 6231.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27008.55 61 - 67 Days 3755.43 Open G-3-Q 2201.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70499.50 61 - 67 Days 7569.24 91-180 Days S-5-Q 2977.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22237.85 61 - 67 Days 2569.95 Open S-6-Q 1426.04 No Finance