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 86562.28 91 - 120 Days 8193.91 91-180 Days CB-3-Q 8920.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63372.21 91 - 120 Days 6529.96 <30 Days G-1-Q 5337.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2760.87 91 - 120 Days 110.48 Open G-2-Q 240.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41622.43 91 - 120 Days 6236.41 Open G-3-Q 6263.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67113.51 91 - 120 Days 9424.54 30-90 Days S-5-Q 7373.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59864.39 91 - 120 Days 7327.70 <30 Days S-6-Q 3762.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87710.75 91 - 120 Days 43.39 <30 Days S-7-Q 4301.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17544.14 91 - 120 Days 2251.92 Open E-1-Q 1640.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94269.22 91 - 120 Days 4044.56 <30 Days E-2-Q 7443.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11044.59 91 - 120 Days 307.65 Open IG-1-Q 1351.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28628.56 91 - 120 Days 4008.51 30-90 Days IG-2-Q 4582.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39292.17 91 - 120 Days 2597.32 Open C-1 4543.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42927.55 91 - 120 Days 673.43 30-90 Days CB-4 5097.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34079.37 91 - 120 Days 2741.87 30-90 Days E-10 3674.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87830.84 91 - 120 Days 6282.28 91-180 Days E-3 2975.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39536.91 91 - 120 Days 3412.31 91-180 Days E-4 850.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29559.26 91 - 120 Days 2204.00 Open E-5 2717.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33139.68 91 - 120 Days 1634.59 91-180 Days E-6 5966.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89561.87 91 - 120 Days 5385.32 91-180 Days E-7 14728.96 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104077.92 91 - 120 Days 717.94 91-180 Days E-8 19782.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6259.09 91 - 120 Days 823.59 <30 Days E-9 862.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89057.00 91 - 120 Days 28.48 Open G-4 15525.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102026.81 91 - 120 Days 12336.42 Open IG-3 4930.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56638.82 91 - 120 Days 8105.80 91-180 Days IG-4 7602.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106644.43 91 - 120 Days 7683.79 91-180 Days IG-5 14767.84 Yes Liberty Mortgage Services Corp. Legal