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 111471.98 Day 59 80.77 30-90 Days L-3 14203.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96707.64 Day 59 8962.27 91-180 Days L-4 7063.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3037.83 Day 59 379.56 <30 Days L-5 215.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2568.24 Day 59 261.00 91-180 Days L-6 477.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25060.24 Day 59 2743.15 91-180 Days L-7 4118.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22523.94 Day 59 515.61 91-180 Days L-8 4400.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17478.49 Day 59 531.11 <30 Days L-9 3422.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8368.07 Day 59 676.70 Open LC-1 437.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77439.95 Day 59 7893.49 91-180 Days LC-2 2549.84 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73075.92 Day 59 1870.74 91-180 Days N-1 1766.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88828.00 Day 59 61.78 30-90 Days N-2 1544.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75947.50 Day 59 501.50 Open N-3 14891.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32070.10 Day 59 4766.89 91-180 Days N-4 1634.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19623.54 Day 59 1490.77 <30 Days N-5 3359.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106965.48 Day 59 2009.85 Open N-6 13893.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36727.96 Day 59 4463.14 <30 Days N-7 4781.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101510.15 Day 59 14604.12 <30 Days P-1 10667.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76314.63 Day 59 296.35 Open P-2 12203.19 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17167.30 Day 59 1931.77 30-90 Days S-8 3222.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20727.68 Day 59 613.97 <30 Days Y-1 1263.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20640.22 Day 59 1109.02 <30 Days Y-2 2993.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45262.09 Day 59 2338.00 91-180 Days Y-3 3415.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19621.85 Day 59 1997.48 <30 Days Y-4 2518.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34192.13 Day 59 86.31 30-90 Days Z-1 1095.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103986.31 Day 59 14120.38 30-90 Days A-2 2364.05 Yes Liberty Mortgage Services Corp. Risk Management