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 97870.65 Day 48 5653.86 91-180 Days CB-2 10823.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87016.80 Day 48 8574.60 <30 Days CB-3 14896.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100204.90 Day 48 4075.09 91-180 Days E-1 13080.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104568.52 Day 48 5253.32 Open E-2 4400.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44343.36 Day 48 5633.82 30-90 Days G-1 5000.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60545.87 Day 48 6576.44 91-180 Days G-2 4407.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38452.20 Day 48 5172.23 91-180 Days G-3 7200.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63564.80 Day 48 5238.84 Open IG-1 10995.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1736.87 Day 48 82.48 30-90 Days IG-2 101.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109404.80 Day 48 9686.88 Open S-1 19056.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39647.43 Day 48 5690.97 30-90 Days S-2 1780.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30275.00 Day 48 476.70 30-90 Days S-3 1908.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102637.80 Day 48 14814.64 <30 Days S-4 7159.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8966.21 Day 48 763.31 <30 Days S-5 1622.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20594.01 Day 48 2739.07 91-180 Days S-6 2755.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59926.07 Day 48 3532.11 30-90 Days S-7 9133.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17989.41 Day 49 1881.29 Open A-0-Q 2399.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66435.81 Day 49 3063.80 Open A-1-Q 776.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42136.43 Day 49 229.27 91-180 Days A-2-Q 2196.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37275.92 Day 49 3490.74 <30 Days A-3-Q 3970.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51383.50 Day 49 1960.51 30-90 Days A-4-Q 5544.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112777.32 Day 49 16554.16 Open A-5-Q 17815.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59039.34 Day 49 4708.28 30-90 Days CB-1-Q 6507.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 958.16 Day 49 51.56 <30 Days CB-2-Q 55.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108714.72 Day 49 14842.55 30-90 Days S-1-Q 8960.75 Yes Liberty Mortgage Services Corp. Finance