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 Bank Yes 10250.39 Day 4 427.24 <30 Days CB-4 1123.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17700.49 Day 4 1081.79 <30 Days E-10 1493.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106628.39 Day 4 9416.28 30-90 Days E-3 256.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86907.69 Day 4 900.37 Open E-4 12781.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5946.92 Day 4 609.18 91-180 Days E-5 477.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68937.94 Day 4 3051.98 Open E-6 13457.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77409.16 Day 4 7024.66 30-90 Days E-7 4157.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4276.93 Day 4 619.20 <30 Days E-8 111.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9580.96 Day 4 370.31 91-180 Days E-9 1840.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104674.83 Day 4 8565.80 30-90 Days G-4 17135.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2050.65 Day 4 273.60 30-90 Days IG-3 134.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111824.87 Day 4 1576.89 <30 Days IG-4 11040.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48710.39 Day 4 5909.39 91-180 Days IG-5 5012.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80592.41 Day 4 2276.11 91-180 Days IG-6 8232.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35999.64 Day 4 4754.32 30-90 Days IG-7 545.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29528.46 Day 4 1264.88 91-180 Days IG-8 2696.26 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105286.92 Day 4 2537.63 30-90 Days L-1 9592.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40335.20 Day 4 5462.45 Open L-10 7875.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92999.51 Day 4 3798.70 <30 Days L-11 14568.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63895.50 Day 4 6781.28 <30 Days L-2 8358.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24211.38 Day 4 933.39 30-90 Days L-3 2235.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17207.76 Day 4 1909.48 Open L-4 942.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59375.11 Day 4 4383.72 91-180 Days L-5 10753.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87319.30 Day 4 6792.41 <30 Days L-6 14102.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110146.96 Day 4 13897.50 <30 Days L-7 15431.55 Yes Liberty Capital Markets Inc. Legal