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 73150.66 180 - 270 Days 1704.62 <30 Days E-5 8548.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61769.93 180 - 270 Days 8986.19 91-180 Days E-6 6210.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111981.67 180 - 270 Days 5852.15 <30 Days E-7 10865.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50827.00 180 - 270 Days 2802.34 91-180 Days E-8 1866.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107032.87 180 - 270 Days 10963.70 <30 Days E-9 5874.84 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37483.56 180 - 270 Days 2150.37 30-90 Days G-4 4884.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79807.08 180 - 270 Days 4364.16 Open IG-3 2104.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81769.35 180 - 270 Days 507.03 91-180 Days IG-4 9371.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107187.82 180 - 270 Days 13392.00 30-90 Days IG-5 9885.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40044.61 180 - 270 Days 708.45 Open IG-6 5121.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96085.37 180 - 270 Days 3889.88 Open IG-7 2474.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7074.18 180 - 270 Days 562.54 <30 Days IG-8 1214.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13856.46 180 - 270 Days 730.07 91-180 Days L-1 1134.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8636.82 180 - 270 Days 511.28 30-90 Days L-10 969.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78737.83 180 - 270 Days 3010.01 Open L-11 14054.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25581.97 180 - 270 Days 945.77 91-180 Days L-2 5027.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88652.29 180 - 270 Days 11616.28 <30 Days L-3 16534.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105432.74 180 - 270 Days 5874.69 Open L-4 7502.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100153.00 180 - 270 Days 8199.66 Open L-5 9512.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80373.40 180 - 270 Days 11142.54 Open L-6 12968.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99066.24 180 - 270 Days 11340.44 <30 Days L-7 19040.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80379.77 180 - 270 Days 1243.24 30-90 Days L-8 12483.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66820.54 180 - 270 Days 2642.46 <30 Days L-9 10444.14 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108487.61 180 - 270 Days 8003.37 Open LC-1 15926.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100014.93 180 - 270 Days 13055.90 30-90 Days LC-2 19948.25 No Legal