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 633.00 83 - 90 Days 77.24 91-180 Days LC-1 82.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46856.62 83 - 90 Days 6856.59 91-180 Days LC-2 5306.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11764.62 83 - 90 Days 905.45 <30 Days N-1 689.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30786.60 83 - 90 Days 291.14 91-180 Days N-2 2593.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36713.81 83 - 90 Days 3493.52 Open N-3 5757.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26847.38 83 - 90 Days 914.25 30-90 Days N-4 1889.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106803.53 83 - 90 Days 5390.62 Open N-5 12169.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49209.31 83 - 90 Days 2513.43 30-90 Days N-6 1949.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49208.53 83 - 90 Days 2060.62 <30 Days N-7 9031.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18159.70 83 - 90 Days 851.94 <30 Days P-1 744.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65357.46 83 - 90 Days 2377.18 Open P-2 1941.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21218.20 83 - 90 Days 564.30 <30 Days S-8 3994.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24639.44 83 - 90 Days 2367.01 Open Y-1 385.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13483.65 83 - 90 Days 1259.14 Open Y-2 95.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97872.77 83 - 90 Days 8531.97 30-90 Days Y-3 1197.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25436.12 83 - 90 Days 1446.45 <30 Days Y-4 3072.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68715.45 83 - 90 Days 7739.49 91-180 Days Z-1 11743.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93794.62 83 - 90 Days 13450.96 <30 Days A-2 5455.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77800.53 83 - 90 Days 10186.89 <30 Days A-3 6796.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5010.41 83 - 90 Days 598.79 <30 Days A-4 565.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8055.50 83 - 90 Days 622.55 <30 Days A-5 720.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85851.87 83 - 90 Days 1862.21 30-90 Days CB-1 7950.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21090.19 83 - 90 Days 1269.20 Open CB-2 1988.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110150.60 83 - 90 Days 8132.54 Open CB-3 2791.61 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107881.19 83 - 90 Days 5366.47 30-90 Days E-1 7088.08 Yes Liberty Wealth Management LLC Operations