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 81272.42 Perpetual 5037.49 Open N-3 4131.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95228.54 Perpetual 2998.23 91-180 Days N-4 5320.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78065.20 Perpetual 3442.71 <30 Days N-5 12080.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65267.80 Perpetual 4515.36 30-90 Days N-6 8313.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44180.36 Perpetual 3612.10 Open N-7 1451.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10541.46 Perpetual 1280.35 <30 Days P-1 747.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105362.64 Perpetual 2877.50 91-180 Days P-2 4444.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104749.15 Perpetual 8687.93 <30 Days S-8 12598.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14799.05 Perpetual 1870.46 <30 Days Y-1 2672.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88988.71 Perpetual 3756.32 91-180 Days Y-2 8778.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3537.40 Perpetual 508.09 Open Y-3 141.25 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87265.35 Perpetual 12040.26 Open Y-4 3516.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24330.89 Perpetual 3258.19 30-90 Days Z-1 3438.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52622.18 Perpetual 37.62 30-90 Days A-2 7511.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33973.19 Perpetual 328.60 30-90 Days A-3 5183.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32551.07 Perpetual 3783.55 91-180 Days A-4 3032.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46169.09 Perpetual 1135.58 91-180 Days A-5 6645.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50736.99 Perpetual 2238.83 91-180 Days CB-1 6922.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99375.70 Perpetual 4559.00 30-90 Days CB-2 17036.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45357.90 Perpetual 4109.89 Open CB-3 2998.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53667.17 Perpetual 1253.17 Open E-1 3395.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60441.37 Perpetual 979.04 <30 Days E-2 1799.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35979.75 Perpetual 2147.39 30-90 Days G-1 4387.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53932.69 Perpetual 7423.34 30-90 Days G-2 5186.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21796.49 Perpetual 77.30 Open G-3 1027.31 Yes Liberty Wealth Management LLC Treasury