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 Retail Yes 69026.18 Day 1 5389.77 30-90 Days CB-1-Q 10092.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107543.60 Day 1 9846.46 91-180 Days CB-2-Q 13010.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2024.27 Day 1 267.33 91-180 Days S-1-Q 253.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52315.26 Day 1 1171.66 <30 Days S-2-Q 6073.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78500.55 Day 1 7315.29 Open S-3-Q 4331.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100104.94 Day 1 12498.32 30-90 Days S-4-Q 18166.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98603.87 Day 1 4224.72 <30 Days CB-3-Q 13558.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97117.39 Day 1 4953.48 91-180 Days G-1-Q 4957.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41113.94 Day 1 3402.10 91-180 Days G-2-Q 6480.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 97839.68 Day 1 14173.74 91-180 Days G-3-Q 12661.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24637.61 Day 1 3468.72 <30 Days S-5-Q 3170.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83735.33 Day 1 4897.95 Open S-6-Q 4645.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80390.77 Day 1 232.84 30-90 Days S-7-Q 3296.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74994.38 Day 1 10299.12 91-180 Days E-1-Q 3738.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80818.16 Day 1 10028.36 91-180 Days E-2-Q 10603.57 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54773.02 Day 1 6690.78 30-90 Days IG-1-Q 5479.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53137.62 Day 1 4226.54 30-90 Days IG-2-Q 4905.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56571.60 Day 1 1388.05 Open C-1 5929.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106582.46 Day 1 14420.65 91-180 Days CB-4 2569.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68525.48 Day 1 861.06 Open E-10 11694.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3477.29 Day 1 438.29 30-90 Days E-3 613.89 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56888.93 Day 1 7165.05 Open E-4 3573.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13188.81 Day 1 1797.33 91-180 Days E-5 2483.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37245.62 Day 1 1727.36 30-90 Days E-6 2630.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49136.29 Day 1 5994.82 Open E-7 6210.05 No Legal