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 79954.85 Day 49 3894.88 Open A-3 565.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4955.40 Day 49 379.51 30-90 Days A-4 371.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20505.53 Day 49 809.89 30-90 Days A-5 3648.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16250.73 Day 49 125.59 91-180 Days CB-1 2161.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92113.84 Day 49 4270.86 <30 Days CB-2 8028.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49599.82 Day 49 7379.90 <30 Days CB-3 9839.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64239.90 Day 49 4592.02 91-180 Days E-1 1701.78 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99175.24 Day 49 12956.80 91-180 Days E-2 14208.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51644.15 Day 49 4202.13 91-180 Days G-1 10039.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85973.29 Day 49 7321.66 <30 Days G-2 3639.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22284.32 Day 49 1777.70 91-180 Days G-3 1705.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28497.77 Day 49 3439.82 <30 Days IG-1 1098.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106479.04 Day 49 4547.26 91-180 Days IG-2 10796.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18243.99 Day 49 2479.98 Open S-1 2964.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 538.34 Day 49 68.50 <30 Days S-2 52.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18414.24 Day 49 1675.95 30-90 Days S-3 1557.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95604.42 Day 49 10565.13 <30 Days S-4 17359.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30911.08 Day 49 3049.62 30-90 Days S-5 2600.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105087.01 Day 49 955.03 30-90 Days S-6 5610.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69012.16 Day 49 8728.44 30-90 Days S-7 75.83 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80361.13 Day 50 3286.17 91-180 Days A-0-Q 9004.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31620.10 Day 50 4495.80 <30 Days A-1-Q 4576.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4949.22 Day 50 253.05 30-90 Days A-2-Q 861.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10710.10 Day 50 700.91 91-180 Days A-3-Q 1878.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49218.23 Day 50 3038.82 30-90 Days A-4-Q 3122.03 Yes Liberty International Finance Ltd. Legal