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 35565.21 Day 27 4724.57 <30 Days E-4 5289.60 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37644.26 Day 27 4133.23 30-90 Days E-5 1275.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20252.96 Day 27 806.28 91-180 Days E-6 2882.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97161.37 Day 27 8445.98 <30 Days E-7 13668.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55372.33 Day 27 3655.45 30-90 Days E-8 518.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87365.93 Day 27 8986.04 <30 Days E-9 1132.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38688.55 Day 27 2958.69 30-90 Days G-4 6559.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21272.06 Day 27 1578.40 <30 Days IG-3 2922.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50001.83 Day 27 2090.06 <30 Days IG-4 6435.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39148.25 Day 27 5865.01 Open IG-5 10.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108501.78 Day 27 1108.87 <30 Days IG-6 4248.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21877.47 Day 27 1154.06 <30 Days IG-7 2355.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28278.28 Day 27 51.00 30-90 Days IG-8 1763.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110928.06 Day 27 4930.47 91-180 Days L-1 3123.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113596.74 Day 27 5065.69 Open L-10 16286.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66950.75 Day 27 5126.08 91-180 Days L-11 10010.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51873.80 Day 27 2405.73 30-90 Days L-2 8217.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111533.81 Day 27 4155.94 <30 Days L-3 12874.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90659.45 Day 27 4309.18 91-180 Days L-4 9916.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31159.65 Day 27 2832.30 91-180 Days L-5 3524.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79904.46 Day 27 8159.47 91-180 Days L-6 8352.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90512.41 Day 27 10390.29 30-90 Days L-7 1057.92 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56456.96 Day 27 1226.00 <30 Days L-8 6982.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52868.71 Day 27 2132.63 <30 Days L-9 2967.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69675.58 Day 27 4314.48 <30 Days LC-1 11275.79 Yes Liberty Wealth Management LLC Operations