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 53345.19 83 - 90 Days 6277.02 30-90 Days E-3 9930.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91309.59 83 - 90 Days 3695.76 30-90 Days E-4 7553.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62806.10 83 - 90 Days 1426.31 <30 Days E-5 980.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83693.96 83 - 90 Days 3667.69 <30 Days E-6 720.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36855.53 83 - 90 Days 4506.75 Open E-7 4753.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41822.38 83 - 90 Days 5420.88 Open E-8 6416.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64583.61 83 - 90 Days 2431.61 Open E-9 1049.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79880.01 83 - 90 Days 6386.15 30-90 Days G-4 2374.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100313.51 83 - 90 Days 9568.10 91-180 Days IG-3 11714.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95365.84 83 - 90 Days 10610.89 30-90 Days IG-4 17428.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50489.68 83 - 90 Days 109.59 91-180 Days IG-5 7747.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51684.70 83 - 90 Days 3202.10 91-180 Days IG-6 3249.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112946.77 83 - 90 Days 2994.95 30-90 Days IG-7 8014.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42021.03 83 - 90 Days 6072.30 91-180 Days IG-8 5388.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21305.96 83 - 90 Days 370.85 Open L-1 1496.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54983.95 83 - 90 Days 6744.33 91-180 Days L-10 7007.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104501.73 83 - 90 Days 9447.21 <30 Days L-11 4184.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92047.89 83 - 90 Days 6695.16 <30 Days L-2 15617.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47186.70 83 - 90 Days 6635.91 91-180 Days L-3 4793.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52515.84 83 - 90 Days 576.54 91-180 Days L-4 8495.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78210.63 83 - 90 Days 4816.74 <30 Days L-5 3718.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101767.50 83 - 90 Days 13891.54 30-90 Days L-6 1435.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61032.53 83 - 90 Days 3680.35 <30 Days L-7 3121.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6981.28 83 - 90 Days 619.97 30-90 Days L-8 296.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68984.39 83 - 90 Days 5164.22 <30 Days L-9 9252.27 Yes Liberty Mortgage Services Corp. Finance