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 Small Business No 94628.11 Day 19 13130.65 Open Y-3 9492.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 70467.94 Day 19 9120.53 91-180 Days Y-4 1217.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 21786.45 Day 19 303.23 91-180 Days Z-1 2369.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 13115.81 Day 19 138.79 <30 Days A-2 2478.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 59405.22 Day 19 8007.57 30-90 Days A-3 8517.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 113695.15 Day 19 17030.13 Open A-4 6584.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 103802.76 Day 19 10225.83 30-90 Days A-5 16609.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 20770.78 Day 19 2245.07 91-180 Days CB-1 1100.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 77805.56 Day 19 534.94 91-180 Days CB-2 9050.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 39610.58 Day 19 5159.72 <30 Days CB-3 1384.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 75281.47 Day 19 1983.82 Open E-1 1850.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 21252.65 Day 19 2693.80 <30 Days E-2 681.32 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 91743.36 Day 19 2739.33 Open G-1 11252.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 9552.48 Day 19 547.72 <30 Days G-2 168.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 19090.61 Day 19 1964.11 30-90 Days G-3 2106.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 35613.35 Day 19 5250.08 30-90 Days IG-1 6866.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 45852.49 Day 19 516.89 Open IG-2 4847.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 46378.61 Day 19 851.12 30-90 Days S-1 7238.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28894.24 Day 19 739.38 30-90 Days S-2 5280.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 105344.93 Day 19 5956.79 <30 Days S-3 21018.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 28067.46 Day 19 2834.01 <30 Days S-4 2072.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 71808.80 Day 19 5252.60 <30 Days S-5 12855.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 18185.27 Day 19 1743.92 <30 Days S-6 3524.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 35603.26 Day 19 1571.60 30-90 Days S-7 3004.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 92484.58 Day 20 12993.85 Open A-0-Q 5559.34 Yes Liberty Wealth Management LLC Finance