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 42030.62 Day 8 6082.94 <30 Days L-2 2469.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6381.81 Day 8 172.69 30-90 Days L-3 829.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75420.69 Day 8 7360.03 Open L-4 10470.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14780.76 Day 8 343.87 Open L-5 1031.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20902.68 Day 8 1882.22 91-180 Days L-6 1194.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57772.20 Day 8 1925.87 Open L-7 3149.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56639.80 Day 8 7081.96 Open L-8 8272.12 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5084.54 Day 8 85.73 91-180 Days L-9 488.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56001.69 Day 8 4500.81 <30 Days LC-1 9017.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31466.77 Day 8 472.55 <30 Days LC-2 6081.29 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98078.67 Day 8 3317.62 30-90 Days N-1 8945.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70305.58 Day 8 2694.39 30-90 Days N-2 6533.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71657.85 Day 8 1730.62 91-180 Days N-3 9169.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79900.80 Day 8 1480.37 <30 Days N-4 13878.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107484.38 Day 8 4393.48 Open N-5 12262.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31292.04 Day 8 1184.82 Open N-6 3391.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67428.71 Day 8 7511.29 Open N-7 9042.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85626.83 Day 8 12235.23 91-180 Days P-1 3664.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88354.68 Day 8 10288.11 91-180 Days P-2 4572.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4259.29 Day 8 92.96 91-180 Days S-8 273.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17458.35 Day 8 2584.14 91-180 Days Y-1 18.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45031.23 Day 8 3431.90 <30 Days Y-2 4348.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51902.06 Day 8 5337.02 91-180 Days Y-3 7300.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 237.49 Day 8 33.45 Open Y-4 26.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63661.38 Day 8 9179.43 30-90 Days Z-1 7725.14 Yes Liberty Wealth Management LLC Treasury