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 4532.62 83 - 90 Days 458.11 91-180 Days A-1-Q 46.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100079.29 83 - 90 Days 12558.03 <30 Days A-2-Q 16718.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39099.55 83 - 90 Days 528.97 Open A-3-Q 5220.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2461.31 83 - 90 Days 94.50 30-90 Days A-4-Q 266.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68199.19 83 - 90 Days 532.55 91-180 Days A-5-Q 3940.34 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107016.39 83 - 90 Days 4975.92 Open CB-1-Q 17593.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109242.32 83 - 90 Days 15159.48 91-180 Days CB-2-Q 5206.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69850.59 83 - 90 Days 8959.19 Open S-1-Q 2933.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74191.40 83 - 90 Days 4247.41 91-180 Days S-2-Q 7171.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85053.16 83 - 90 Days 4424.94 Open S-3-Q 18.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 244.38 83 - 90 Days 10.94 Open S-4-Q 11.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74526.89 83 - 90 Days 10017.71 Open CB-3-Q 881.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36392.65 83 - 90 Days 4893.52 91-180 Days G-1-Q 694.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56814.95 83 - 90 Days 3156.21 <30 Days G-2-Q 6172.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57434.43 83 - 90 Days 6881.09 Open G-3-Q 2031.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33035.72 83 - 90 Days 1538.91 <30 Days S-5-Q 1640.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73509.61 83 - 90 Days 2498.22 91-180 Days S-6-Q 5640.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87192.85 83 - 90 Days 5099.99 <30 Days S-7-Q 8676.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40207.80 83 - 90 Days 1346.38 Open E-1-Q 4112.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98126.43 83 - 90 Days 655.61 <30 Days E-2-Q 14050.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63729.85 83 - 90 Days 1801.37 30-90 Days IG-1-Q 6901.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20398.50 83 - 90 Days 2145.86 Open IG-2-Q 1639.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9908.33 83 - 90 Days 931.05 30-90 Days C-1 141.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 757.56 83 - 90 Days 1.76 Open CB-4 140.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46131.41 83 - 90 Days 1007.45 <30 Days E-10 6674.85 No Treasury