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 101139.89 Day 34 10307.81 <30 Days L-3 11348.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30745.17 Day 34 158.87 91-180 Days L-4 354.37 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105464.08 Day 34 15008.51 30-90 Days L-5 14460.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25306.42 Day 34 140.27 <30 Days L-6 394.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45135.72 Day 34 4217.60 Open L-7 2793.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56545.37 Day 34 5768.09 <30 Days L-8 11227.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65637.35 Day 34 5214.28 30-90 Days L-9 5299.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23538.78 Day 34 530.81 Open LC-1 4644.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78429.06 Day 34 6801.02 Open LC-2 6969.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53770.66 Day 34 968.96 30-90 Days N-1 3137.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94148.49 Day 34 5658.29 <30 Days N-2 1007.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28985.26 Day 34 276.87 91-180 Days N-3 5737.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10409.30 Day 34 1130.98 Open N-4 1425.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90115.97 Day 34 9233.66 91-180 Days N-5 4293.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36397.96 Day 34 3650.78 91-180 Days N-6 3132.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24810.75 Day 34 1950.59 Open N-7 1468.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80362.69 Day 34 4763.27 30-90 Days P-1 12239.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14595.94 Day 34 2007.70 Open P-2 119.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46216.33 Day 34 4732.54 91-180 Days S-8 8960.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5256.73 Day 34 606.19 30-90 Days Y-1 433.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46224.63 Day 34 4806.76 30-90 Days Y-2 3082.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40912.55 Day 34 5706.16 <30 Days Y-3 7910.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61040.69 Day 34 4291.67 91-180 Days Y-4 10652.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41520.93 Day 34 4918.10 Open Z-1 647.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36780.44 Day 34 4794.87 91-180 Days A-2 4015.34 Yes Liberty Capital Markets Inc. Risk Management