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 71276.58 Day 36 2378.53 30-90 Days S-5-Q 8443.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7812.57 Day 36 986.12 Open S-6-Q 719.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78297.18 Day 36 10505.76 <30 Days S-7-Q 3904.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43276.67 Day 36 128.90 30-90 Days E-1-Q 4880.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43654.68 Day 36 129.90 30-90 Days E-2-Q 6858.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51235.31 Day 36 7510.78 91-180 Days IG-1-Q 8057.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3425.19 Day 36 372.31 30-90 Days IG-2-Q 72.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55118.63 Day 36 1126.80 30-90 Days C-1 10960.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61603.31 Day 36 5872.30 Open CB-4 4259.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39993.63 Day 36 5081.72 91-180 Days E-10 7959.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18414.88 Day 36 1231.05 Open E-3 2473.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32108.47 Day 36 1459.03 <30 Days E-4 1393.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5510.27 Day 36 456.39 91-180 Days E-5 544.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74353.98 Day 36 4291.69 <30 Days E-6 990.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9875.63 Day 36 275.09 91-180 Days E-7 1437.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49762.47 Day 36 3683.72 91-180 Days E-8 2125.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28241.96 Day 36 3030.71 Open E-9 4312.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95649.50 Day 36 9216.20 91-180 Days G-4 15299.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41866.33 Day 36 4022.64 Open IG-3 820.14 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6085.58 Day 36 206.19 30-90 Days IG-4 892.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28329.22 Day 36 3032.56 30-90 Days IG-5 2214.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7649.89 Day 36 601.89 <30 Days IG-6 673.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69059.20 Day 36 957.27 Open IG-7 10678.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40563.50 Day 36 1775.36 Open IG-8 308.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61939.40 Day 36 3250.85 30-90 Days L-1 4034.90 Yes Liberty International Finance Ltd. Finance