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 Other Supervised Non-Bank Financial Entity Yes 86084.33 Day 23 5607.49 Open G-1 2502.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 112108.61 Day 23 5384.85 <30 Days G-2 2127.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 42773.26 Day 23 428.88 30-90 Days G-3 5380.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 113567.51 Day 23 12403.77 30-90 Days IG-1 7180.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 94675.69 Day 23 3487.56 30-90 Days IG-2 10330.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 50925.18 Day 23 3854.33 <30 Days S-1 3362.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 45508.02 Day 23 4454.92 91-180 Days S-2 1666.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 11665.85 Day 23 507.01 Open S-3 1516.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 71090.19 Day 23 2136.70 Open S-4 10765.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 42264.49 Day 23 6067.61 Open S-5 3169.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 97715.34 Day 23 157.23 Open S-6 2744.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 53470.92 Day 23 3116.77 <30 Days S-7 10655.18 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 68160.02 Day 24 82.50 Open A-0-Q 2905.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 112821.68 Day 24 15440.40 30-90 Days A-1-Q 12344.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 37507.96 Day 24 4459.01 <30 Days A-2-Q 4866.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 42242.03 Day 24 4250.53 <30 Days A-3-Q 7668.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 70270.69 Day 24 8336.47 Open A-4-Q 2837.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 90300.87 Day 24 5155.75 91-180 Days A-5-Q 15630.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 101450.11 Day 24 9743.32 <30 Days CB-1-Q 17084.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 36574.64 Day 24 1389.31 Open CB-2-Q 1053.71 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 80062.10 Day 24 3209.48 30-90 Days S-1-Q 7089.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 35652.95 Day 24 3173.81 Open S-2-Q 6631.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 63638.44 Day 24 8034.02 30-90 Days S-3-Q 368.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 5887.09 Day 24 843.44 <30 Days S-4-Q 503.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 16926.70 Day 24 86.83 <30 Days CB-3-Q 1493.34 Yes Liberty Mortgage Services Corp. Risk Management