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 No 18784.84 Day 21 1954.76 30-90 Days S-4-Q 3586.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58617.49 Day 21 6182.27 30-90 Days CB-3-Q 4962.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81638.15 Day 21 10980.16 30-90 Days G-1-Q 15836.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67049.88 Day 21 860.16 <30 Days G-2-Q 6977.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14050.19 Day 21 1930.13 30-90 Days G-3-Q 211.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106253.24 Day 21 3870.82 Open S-5-Q 12534.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26377.21 Day 21 3582.34 Open S-6-Q 1522.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70366.07 Day 21 10030.04 91-180 Days S-7-Q 224.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45691.74 Day 21 2147.99 91-180 Days E-1-Q 1327.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97531.08 Day 21 10082.41 Open E-2-Q 1203.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13215.15 Day 21 749.64 30-90 Days IG-1-Q 944.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13314.76 Day 21 225.76 91-180 Days IG-2-Q 2387.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24653.98 Day 21 1533.23 <30 Days C-1 2244.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3949.39 Day 21 174.89 <30 Days CB-4 59.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30811.80 Day 21 23.25 Open E-10 5235.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70143.66 Day 21 1132.46 91-180 Days E-3 4099.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52299.28 Day 21 6774.89 30-90 Days E-4 7389.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36388.84 Day 21 1319.16 Open E-5 5010.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91962.58 Day 21 9720.20 30-90 Days E-6 11064.21 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17998.97 Day 21 1981.08 <30 Days E-7 2749.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75486.70 Day 21 2493.81 Open E-8 11764.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96572.97 Day 21 12017.80 <30 Days E-9 8493.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48564.96 Day 21 781.82 Open G-4 3586.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87989.48 Day 21 11963.77 <30 Days IG-3 15190.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46998.06 Day 21 6375.49 91-180 Days IG-4 8431.13 Yes Liberty Wealth Management LLC Legal