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 No 58393.31 61 - 67 Days 1680.77 30-90 Days L-10 7381.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76730.48 61 - 67 Days 1282.22 30-90 Days L-11 12213.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91337.73 61 - 67 Days 571.04 Open L-2 17160.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92930.71 61 - 67 Days 5548.94 Open L-3 10774.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90054.47 61 - 67 Days 2405.07 91-180 Days L-4 8727.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25448.91 61 - 67 Days 2244.21 Open L-5 2217.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24801.99 61 - 67 Days 981.53 <30 Days L-6 3770.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86713.88 61 - 67 Days 9377.32 30-90 Days L-7 1966.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23132.87 61 - 67 Days 2026.58 Open L-8 3942.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77888.26 61 - 67 Days 9919.80 30-90 Days L-9 6323.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67763.53 61 - 67 Days 10149.10 <30 Days LC-1 4707.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84418.92 61 - 67 Days 10489.35 Open LC-2 184.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88982.08 61 - 67 Days 7782.79 <30 Days N-1 5969.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105600.96 61 - 67 Days 4598.27 91-180 Days N-2 208.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71322.59 61 - 67 Days 3804.94 91-180 Days N-3 2812.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107910.93 61 - 67 Days 9621.44 30-90 Days N-4 15451.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44299.09 61 - 67 Days 1036.37 30-90 Days N-5 8449.34 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100221.77 61 - 67 Days 12622.79 <30 Days N-6 1344.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28556.16 61 - 67 Days 3909.28 Open N-7 2419.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49265.99 61 - 67 Days 1895.76 91-180 Days P-1 5338.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51008.56 61 - 67 Days 190.09 91-180 Days P-2 3332.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80662.91 61 - 67 Days 9419.78 91-180 Days S-8 15214.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59558.12 61 - 67 Days 4971.59 30-90 Days Y-1 4698.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54938.94 61 - 67 Days 894.51 Open Y-2 7756.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60434.91 61 - 67 Days 1870.50 <30 Days Y-3 374.19 Yes Liberty Mortgage Services Corp. Legal