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 Yes 88076.57 83 - 90 Days 7494.23 Open N-7 15949.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104824.58 83 - 90 Days 791.22 91-180 Days P-1 7074.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77183.52 83 - 90 Days 11048.70 <30 Days P-2 12089.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28393.55 83 - 90 Days 2042.53 30-90 Days S-8 2283.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12585.64 83 - 90 Days 803.77 30-90 Days Y-1 762.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80390.94 83 - 90 Days 6433.68 30-90 Days Y-2 8805.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93843.47 83 - 90 Days 6754.12 <30 Days Y-3 11693.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49278.35 83 - 90 Days 4080.46 30-90 Days Y-4 2677.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72513.41 83 - 90 Days 5171.29 91-180 Days Z-1 11778.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15060.59 83 - 90 Days 1082.27 30-90 Days A-2 1331.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63120.39 83 - 90 Days 8135.13 Open A-3 3490.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26931.36 83 - 90 Days 263.43 <30 Days A-4 71.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19304.29 83 - 90 Days 155.11 <30 Days A-5 1983.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91494.72 83 - 90 Days 3980.93 <30 Days CB-1 177.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58621.25 83 - 90 Days 4132.70 30-90 Days CB-2 6749.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40062.62 83 - 90 Days 1387.11 30-90 Days CB-3 6264.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107274.01 83 - 90 Days 9393.48 <30 Days E-1 20318.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59513.35 83 - 90 Days 337.88 Open E-2 246.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103473.04 83 - 90 Days 8129.72 91-180 Days G-1 6944.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63882.89 83 - 90 Days 2948.94 30-90 Days G-2 3779.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72531.19 83 - 90 Days 3493.58 30-90 Days G-3 9045.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19767.94 83 - 90 Days 848.50 91-180 Days IG-1 3782.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82752.46 83 - 90 Days 876.78 30-90 Days IG-2 10033.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109943.61 83 - 90 Days 6049.22 <30 Days S-1 13199.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47337.23 83 - 90 Days 1780.62 Open S-2 642.74 No Finance