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 96995.82 >4 Yr <= 5 Yr 11328.26 Open E-10 11595.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12454.51 >4 Yr <= 5 Yr 998.54 <30 Days E-3 940.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56398.32 >4 Yr <= 5 Yr 1616.53 Open E-4 10468.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15971.79 >4 Yr <= 5 Yr 1959.92 30-90 Days E-5 880.86 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111028.21 >4 Yr <= 5 Yr 11170.94 91-180 Days E-6 12867.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81311.28 >4 Yr <= 5 Yr 3019.59 30-90 Days E-7 9066.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1715.00 >4 Yr <= 5 Yr 147.55 30-90 Days E-8 95.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98456.32 >4 Yr <= 5 Yr 10221.16 Open E-9 6836.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17198.14 >4 Yr <= 5 Yr 1715.86 91-180 Days G-4 2861.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59206.38 >4 Yr <= 5 Yr 7310.41 Open IG-3 8881.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104196.25 >4 Yr <= 5 Yr 719.83 <30 Days IG-4 10596.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26360.86 >4 Yr <= 5 Yr 1523.26 30-90 Days IG-5 1101.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41522.30 >4 Yr <= 5 Yr 6127.59 Open IG-6 7213.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78610.59 >4 Yr <= 5 Yr 10481.30 30-90 Days IG-7 1690.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39086.99 >4 Yr <= 5 Yr 2218.92 <30 Days IG-8 6253.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21962.74 >4 Yr <= 5 Yr 3215.31 Open L-1 3669.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33381.31 >4 Yr <= 5 Yr 299.15 91-180 Days L-10 5004.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25751.91 >4 Yr <= 5 Yr 332.17 30-90 Days L-11 3027.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69766.46 >4 Yr <= 5 Yr 10097.13 <30 Days L-2 11071.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63478.88 >4 Yr <= 5 Yr 8267.58 91-180 Days L-3 9499.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20372.31 >4 Yr <= 5 Yr 3032.32 Open L-4 1571.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39291.83 >4 Yr <= 5 Yr 5552.89 <30 Days L-5 302.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36614.58 >4 Yr <= 5 Yr 5136.83 Open L-6 2132.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59695.09 >4 Yr <= 5 Yr 4070.85 91-180 Days L-7 6419.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20357.54 >4 Yr <= 5 Yr 2559.95 <30 Days L-8 3393.39 No Operations