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 99347.79 Day 29 5294.39 Open L-8 11062.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50931.74 Day 29 5892.78 91-180 Days L-9 3497.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5440.18 Day 29 213.82 30-90 Days LC-1 256.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12957.82 Day 29 622.59 91-180 Days LC-2 1826.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109952.93 Day 29 13987.45 30-90 Days N-1 14760.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64475.40 Day 29 6299.43 <30 Days N-2 6567.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85124.23 Day 29 5280.27 <30 Days N-3 7139.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14367.74 Day 29 171.06 30-90 Days N-4 1342.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20377.83 Day 29 2746.94 91-180 Days N-5 14.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44148.63 Day 29 6418.19 91-180 Days N-6 5265.83 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8864.79 Day 29 475.32 30-90 Days N-7 1429.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48040.88 Day 29 3265.10 <30 Days P-1 879.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66949.33 Day 29 1242.37 Open P-2 7036.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70764.23 Day 29 6518.06 91-180 Days S-8 10109.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72324.82 Day 29 729.64 <30 Days Y-1 8386.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55765.85 Day 29 7648.82 30-90 Days Y-2 5207.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102117.71 Day 29 9627.07 91-180 Days Y-3 20277.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5806.07 Day 29 665.84 <30 Days Y-4 494.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77632.40 Day 29 1737.09 <30 Days Z-1 12300.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38063.67 Day 29 3051.80 30-90 Days A-2 249.25 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15288.49 Day 29 1936.71 30-90 Days A-3 1003.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65190.63 Day 29 2295.91 <30 Days A-4 8591.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35997.40 Day 29 83.63 <30 Days A-5 6428.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18677.06 Day 29 2475.40 <30 Days CB-1 2094.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42352.90 Day 29 580.37 Open CB-2 5410.37 No Operations