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 Central Bank No 15128.10 Day 15 1893.08 91-180 Days A-4-Q 158.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82827.09 Day 15 5563.31 30-90 Days A-5-Q 15682.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 113241.41 Day 15 1928.15 <30 Days CB-1-Q 22425.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81577.97 Day 15 3979.12 91-180 Days CB-2-Q 6303.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96234.31 Day 15 2314.89 91-180 Days S-1-Q 316.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5285.46 Day 15 724.64 91-180 Days S-2-Q 405.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64324.59 Day 15 8190.26 Open S-3-Q 8878.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95621.52 Day 15 5514.61 Open S-4-Q 1549.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94606.39 Day 15 5583.70 30-90 Days CB-3-Q 13338.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72863.63 Day 15 1469.77 <30 Days G-1-Q 12587.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34482.44 Day 15 426.18 Open G-2-Q 3292.30 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36100.45 Day 15 1492.79 30-90 Days G-3-Q 6310.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70907.19 Day 15 6058.63 Open S-5-Q 12850.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35906.73 Day 15 1506.46 30-90 Days S-6-Q 6252.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39002.17 Day 15 1523.95 30-90 Days S-7-Q 2745.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4523.27 Day 15 255.19 91-180 Days E-1-Q 357.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57923.77 Day 15 765.18 91-180 Days E-2-Q 5812.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107233.22 Day 15 7071.57 <30 Days IG-1-Q 19889.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95848.14 Day 15 1359.52 91-180 Days IG-2-Q 4574.68 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73227.38 Day 15 7792.70 91-180 Days C-1 6791.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83818.76 Day 15 2420.42 91-180 Days CB-4 15416.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3955.77 Day 15 545.85 <30 Days E-10 762.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103530.10 Day 15 3812.03 Open E-3 19669.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1515.95 Day 15 121.59 30-90 Days E-4 222.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65347.47 Day 15 7040.02 Open E-5 5381.29 Yes Liberty Capital Markets Inc. Risk Management