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 110444.31 Day 32 5630.11 <30 Days CB-2-Q 4458.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23261.70 Day 32 510.54 Open S-1-Q 1062.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48324.61 Day 32 3632.00 30-90 Days S-2-Q 5700.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23666.44 Day 32 3380.02 <30 Days S-3-Q 4337.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52306.37 Day 32 6458.18 <30 Days S-4-Q 5372.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97563.20 Day 32 3995.56 30-90 Days CB-3-Q 2555.12 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102766.11 Day 32 3246.30 <30 Days G-1-Q 14168.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82545.71 Day 32 7032.27 30-90 Days G-2-Q 15785.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41367.20 Day 32 3362.62 30-90 Days G-3-Q 3841.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53440.48 Day 32 470.72 <30 Days S-5-Q 4422.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88718.26 Day 32 10210.52 91-180 Days S-6-Q 6964.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54680.84 Day 32 2747.08 Open S-7-Q 4736.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29814.30 Day 32 2889.26 <30 Days E-1-Q 3739.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112897.69 Day 32 14962.24 Open E-2-Q 2264.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3821.61 Day 32 362.37 30-90 Days IG-1-Q 276.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21755.78 Day 32 649.07 <30 Days IG-2-Q 3390.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10249.55 Day 32 200.63 Open C-1 2011.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84111.49 Day 32 767.90 30-90 Days CB-4 9357.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102984.65 Day 32 230.60 30-90 Days E-10 15816.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105396.89 Day 32 9096.44 91-180 Days E-3 12160.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14668.13 Day 32 1279.11 Open E-4 1702.87 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90405.01 Day 32 11663.50 Open E-5 862.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85336.17 Day 32 541.21 91-180 Days E-6 15161.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23115.37 Day 32 2823.84 91-180 Days E-7 2951.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75478.68 Day 32 9186.05 91-180 Days E-8 6779.58 Yes Liberty Capital Markets Inc. Treasury