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 49422.26 >5 Yr 717.05 30-90 Days S-4-Q 1161.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9357.23 >5 Yr 179.74 30-90 Days CB-3-Q 1260.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95121.81 >5 Yr 7424.16 30-90 Days G-1-Q 13497.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21791.80 >5 Yr 1669.91 30-90 Days G-2-Q 93.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19413.93 >5 Yr 1106.25 Open G-3-Q 2971.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57989.48 >5 Yr 1868.86 Open S-5-Q 11348.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55411.15 >5 Yr 279.82 Open S-6-Q 3359.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93993.34 >5 Yr 11547.62 <30 Days S-7-Q 13629.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78939.75 >5 Yr 6964.10 30-90 Days E-1-Q 5120.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51819.79 >5 Yr 3040.76 Open E-2-Q 7745.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103626.28 >5 Yr 7674.46 91-180 Days IG-1-Q 19755.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40251.56 >5 Yr 278.56 91-180 Days IG-2-Q 3531.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54517.48 >5 Yr 8145.90 <30 Days C-1 5193.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70265.23 >5 Yr 4176.54 <30 Days CB-4 1353.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4512.99 >5 Yr 529.59 Open E-10 430.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48447.38 >5 Yr 3609.20 91-180 Days E-3 2606.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112116.25 >5 Yr 3524.99 91-180 Days E-4 19197.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24811.60 >5 Yr 2297.85 Open E-5 3904.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46977.43 >5 Yr 2061.99 30-90 Days E-6 5492.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25548.32 >5 Yr 3449.01 30-90 Days E-7 2243.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24319.70 >5 Yr 2760.13 <30 Days E-8 1976.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33250.24 >5 Yr 107.70 91-180 Days E-9 6325.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28719.71 >5 Yr 3715.99 30-90 Days G-4 1551.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77868.93 >5 Yr 3642.25 Open IG-3 8507.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68329.79 >5 Yr 10236.27 Open IG-4 12848.29 No Treasury