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 Yes 90002.55 Day 57 9065.80 <30 Days L-10 12005.14 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106552.76 Day 57 10902.92 <30 Days L-11 1863.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32093.00 Day 57 2787.68 91-180 Days L-2 1236.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44049.98 Day 57 695.75 30-90 Days L-3 5479.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65482.69 Day 57 12.42 Open L-4 11950.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76472.33 Day 57 3623.04 91-180 Days L-5 3570.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62021.02 Day 57 7718.45 30-90 Days L-6 8726.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60640.77 Day 57 8300.29 Open L-7 11809.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16861.75 Day 57 1131.66 <30 Days L-8 2886.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46920.62 Day 57 2187.58 30-90 Days L-9 3441.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30921.93 Day 57 1333.06 91-180 Days LC-1 1072.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70459.52 Day 57 7007.47 30-90 Days LC-2 2776.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8864.09 Day 57 1227.85 Open N-1 75.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110640.76 Day 57 892.67 30-90 Days N-2 15000.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40515.22 Day 57 927.43 <30 Days N-3 4882.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96862.79 Day 57 12956.87 <30 Days N-4 16799.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76542.09 Day 57 10654.33 91-180 Days N-5 13195.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62669.77 Day 57 1912.34 Open N-6 11652.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87582.31 Day 57 1764.81 30-90 Days N-7 14081.19 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80416.70 Day 57 1802.77 30-90 Days P-1 9264.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10552.91 Day 57 1318.43 <30 Days P-2 362.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83364.04 Day 57 1294.93 30-90 Days S-8 5999.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106930.97 Day 57 1297.82 30-90 Days Y-1 5570.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97206.04 Day 57 10645.00 <30 Days Y-2 5072.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73361.32 Day 57 4141.63 Open Y-3 12519.89 Yes Liberty Capital Markets Inc. Legal