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 Yes 16468.53 68 - 74 Days 478.52 30-90 Days Y-1 1421.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 2082.46 68 - 74 Days 176.35 <30 Days Y-2 204.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 91459.32 68 - 74 Days 3190.01 30-90 Days Y-3 7843.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 113554.37 68 - 74 Days 6669.38 Open Y-4 10883.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 112210.31 68 - 74 Days 538.58 Open Z-1 6030.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 44881.21 68 - 74 Days 3827.07 Open A-2 4302.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 21579.41 68 - 74 Days 1118.36 30-90 Days A-3 3253.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 109312.12 68 - 74 Days 8009.91 <30 Days A-4 19335.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 44919.33 68 - 74 Days 2919.02 91-180 Days A-5 2794.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 107831.79 68 - 74 Days 2136.44 Open CB-1 18748.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 63497.03 68 - 74 Days 6385.38 30-90 Days CB-2 6987.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 41315.22 68 - 74 Days 3269.48 30-90 Days CB-3 6331.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 76187.01 68 - 74 Days 106.88 30-90 Days E-1 2266.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 21507.74 68 - 74 Days 2300.08 91-180 Days E-2 2551.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 78920.40 68 - 74 Days 3662.07 30-90 Days G-1 14277.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 70779.80 68 - 74 Days 3395.18 30-90 Days G-2 10694.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 93938.14 68 - 74 Days 6669.09 30-90 Days G-3 11998.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 87132.78 68 - 74 Days 4681.12 30-90 Days IG-1 3383.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 33179.70 68 - 74 Days 4008.37 30-90 Days IG-2 316.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 53619.25 68 - 74 Days 2811.87 Open S-1 101.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 97960.81 68 - 74 Days 1001.98 <30 Days S-2 9067.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 103229.47 68 - 74 Days 9822.49 91-180 Days S-3 12329.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 1348.09 68 - 74 Days 68.32 <30 Days S-4 87.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 12347.00 68 - 74 Days 1781.53 Open S-5 1100.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 32375.16 68 - 74 Days 269.47 Open S-6 3431.82 Yes Liberty Mortgage Services Corp. Legal