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 69690.73 61 - 67 Days 5458.70 91-180 Days A-4 799.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 104903.90 61 - 67 Days 11305.75 Open A-5 14325.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 21393.09 61 - 67 Days 1439.69 30-90 Days CB-1 1076.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 93162.11 61 - 67 Days 13470.20 Open CB-2 4158.41 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 13619.12 61 - 67 Days 1111.99 <30 Days CB-3 691.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 107112.71 61 - 67 Days 11824.67 30-90 Days E-1 13568.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 4839.62 61 - 67 Days 463.86 <30 Days E-2 526.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 90404.99 61 - 67 Days 1903.89 <30 Days G-1 12509.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 70095.23 61 - 67 Days 8162.26 30-90 Days G-2 4544.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 108451.93 61 - 67 Days 5783.54 91-180 Days G-3 15839.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 62998.24 61 - 67 Days 5126.61 91-180 Days IG-1 9660.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 9591.45 61 - 67 Days 1046.25 91-180 Days IG-2 206.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 57022.89 61 - 67 Days 7031.41 30-90 Days S-1 9296.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 62177.99 61 - 67 Days 494.40 91-180 Days S-2 832.13 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 46250.41 61 - 67 Days 752.56 30-90 Days S-3 5479.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 41207.00 61 - 67 Days 5927.94 30-90 Days S-4 3159.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 34601.68 61 - 67 Days 3332.06 91-180 Days S-5 980.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 9527.58 61 - 67 Days 764.70 91-180 Days S-6 127.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 44078.70 61 - 67 Days 3579.70 30-90 Days S-7 2165.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 83273.46 68 - 74 Days 9379.96 Open A-0-Q 4889.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 47428.19 68 - 74 Days 1489.62 30-90 Days A-1-Q 9332.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 52950.73 68 - 74 Days 1313.76 91-180 Days A-2-Q 4331.88 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 Yes 25891.86 68 - 74 Days 3256.35 91-180 Days A-3-Q 2140.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 20494.48 68 - 74 Days 370.87 Open A-4-Q 1637.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 94272.66 68 - 74 Days 12919.19 30-90 Days A-5-Q 7945.11 No Risk Management