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 9084.08 Day 49 944.15 <30 Days N-7 1360.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108330.46 Day 49 5516.52 91-180 Days P-1 5231.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3186.69 Day 49 325.47 Open P-2 606.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26186.58 Day 49 2010.32 Open S-8 247.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35441.39 Day 49 2301.37 30-90 Days Y-1 3404.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77401.62 Day 49 1723.34 91-180 Days Y-2 3907.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65136.03 Day 49 1789.49 91-180 Days Y-3 12196.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29072.07 Day 49 2356.38 30-90 Days Y-4 4249.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 826.41 Day 49 106.53 30-90 Days Z-1 6.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7862.89 Day 49 857.54 Open A-2 941.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109087.71 Day 49 6860.27 91-180 Days A-3 20947.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107556.44 Day 49 6746.38 <30 Days A-4 11643.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6822.25 Day 49 757.72 Open A-5 1097.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31687.67 Day 49 1398.00 30-90 Days CB-1 2015.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31116.55 Day 49 1418.71 Open CB-2 397.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93060.77 Day 49 4095.60 91-180 Days CB-3 16468.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62953.67 Day 49 6927.23 30-90 Days E-1 4106.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23110.74 Day 49 985.81 Open E-2 3606.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47993.10 Day 49 479.50 91-180 Days G-1 6331.70 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28081.04 Day 49 28.36 30-90 Days G-2 3887.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34318.29 Day 49 253.37 30-90 Days G-3 1071.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79697.85 Day 49 7214.73 91-180 Days IG-1 6635.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34130.49 Day 49 3661.18 30-90 Days IG-2 5491.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43318.44 Day 49 3612.23 91-180 Days S-1 5938.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90782.79 Day 49 5340.52 Open S-2 17731.77 Yes Liberty Wealth Management LLC Legal