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 86732.94 121 - 150 Days 9259.49 Open CB-2 17258.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64113.82 121 - 150 Days 8725.35 30-90 Days CB-3 6665.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21485.68 121 - 150 Days 2817.81 30-90 Days E-1 772.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75397.34 121 - 150 Days 9720.65 30-90 Days E-2 10148.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93534.50 121 - 150 Days 8750.44 <30 Days G-1 16878.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56861.84 121 - 150 Days 198.59 30-90 Days G-2 5913.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101390.98 121 - 150 Days 3452.73 30-90 Days G-3 15573.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29032.38 121 - 150 Days 421.13 91-180 Days IG-1 3274.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46824.49 121 - 150 Days 710.91 91-180 Days IG-2 3692.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75202.27 121 - 150 Days 9541.79 <30 Days S-1 7156.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103160.40 121 - 150 Days 5817.41 30-90 Days S-2 18811.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81944.51 121 - 150 Days 401.96 30-90 Days S-3 21.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76520.61 121 - 150 Days 1215.05 <30 Days S-4 4488.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104896.43 121 - 150 Days 15325.05 <30 Days S-5 10186.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3482.95 121 - 150 Days 477.04 30-90 Days S-6 636.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105461.48 121 - 150 Days 11671.19 <30 Days S-7 2631.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19474.50 151 - 179 Days 2387.37 91-180 Days A-0-Q 3631.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32474.97 151 - 179 Days 4293.43 91-180 Days A-1-Q 889.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110821.95 151 - 179 Days 4939.94 Open A-2-Q 12599.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15197.07 151 - 179 Days 94.67 <30 Days A-3-Q 2438.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62367.16 151 - 179 Days 8893.21 <30 Days A-4-Q 4209.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37119.93 151 - 179 Days 3234.00 91-180 Days A-5-Q 3063.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20463.03 151 - 179 Days 2942.69 30-90 Days CB-1-Q 2136.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70844.23 151 - 179 Days 10611.15 <30 Days CB-2-Q 7553.78 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40267.29 151 - 179 Days 143.64 91-180 Days S-1-Q 7759.86 Yes Liberty International Finance Ltd. Risk Management