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 50793.62 Day 30 228.56 30-90 Days P-2 970.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 97958.92 Day 30 3453.00 <30 Days S-8 4407.30 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 91847.14 Day 30 191.78 91-180 Days Y-1 1006.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 2242.32 Day 30 181.89 Open Y-2 72.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 30024.24 Day 30 1819.03 <30 Days Y-3 532.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 88666.14 Day 30 4275.75 Open Y-4 12341.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 78927.91 Day 30 8482.68 <30 Days Z-1 9614.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 8152.09 Day 30 954.14 <30 Days A-2 1096.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 10603.01 Day 30 942.41 <30 Days A-3 688.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 109654.69 Day 30 15557.85 Open A-4 17950.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 31293.33 Day 30 1752.04 91-180 Days A-5 4856.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 32327.19 Day 30 946.26 Open CB-1 4889.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 16752.52 Day 30 1722.87 91-180 Days CB-2 2748.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 107820.71 Day 30 6876.49 30-90 Days CB-3 81.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 13252.60 Day 30 172.04 30-90 Days E-1 564.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 23674.92 Day 30 3539.50 91-180 Days E-2 2916.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 39984.09 Day 30 2223.63 <30 Days G-1 6591.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 71063.16 Day 30 1551.58 Open G-2 4739.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 80623.36 Day 30 1387.05 Open G-3 12186.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 34695.50 Day 30 2228.65 91-180 Days IG-1 2356.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 4508.93 Day 30 44.19 30-90 Days IG-2 249.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 45942.35 Day 30 4156.54 30-90 Days S-1 6218.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 105178.78 Day 30 7235.83 91-180 Days S-2 7732.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 72354.31 Day 30 3575.17 91-180 Days S-3 8618.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 9808.07 Day 30 592.18 91-180 Days S-4 1052.61 Yes Liberty Mortgage Services Corp. Finance