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 84576.35 Day 14 2754.85 91-180 Days IG-3 10973.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85466.42 Day 14 5431.85 Open IG-4 12702.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3145.46 Day 14 321.43 91-180 Days IG-5 363.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26261.28 Day 14 281.69 Open IG-6 3889.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72464.24 Day 14 8876.00 Open IG-7 10669.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73927.14 Day 14 153.99 <30 Days IG-8 11529.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96503.57 Day 14 2432.45 30-90 Days L-1 5711.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87622.22 Day 14 5170.93 91-180 Days L-10 1527.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94334.23 Day 14 9469.69 30-90 Days L-11 18282.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97404.71 Day 14 11872.61 Open L-2 8010.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15710.77 Day 14 316.26 <30 Days L-3 1101.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1468.52 Day 14 31.40 30-90 Days L-4 182.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101298.97 Day 14 14153.87 <30 Days L-5 19369.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28788.01 Day 14 2089.47 30-90 Days L-6 146.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108095.72 Day 14 12393.04 <30 Days L-7 17200.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8154.45 Day 14 832.71 <30 Days L-8 1124.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61335.73 Day 14 6831.32 30-90 Days L-9 4565.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53249.01 Day 14 1694.64 Open LC-1 1582.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97230.46 Day 14 2000.48 91-180 Days LC-2 10146.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31048.47 Day 14 1174.78 <30 Days N-1 1260.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4489.06 Day 14 348.87 Open N-2 267.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49831.09 Day 14 2465.64 <30 Days N-3 7783.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75087.43 Day 14 6357.09 30-90 Days N-4 1338.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20784.40 Day 14 2318.55 <30 Days N-5 2521.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93462.36 Day 14 9448.87 30-90 Days N-6 13702.63 Yes Liberty Capital Markets Inc. Legal