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 54531.78 75 - 82 Days 5359.07 Open E-9 432.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35745.64 75 - 82 Days 348.46 <30 Days G-4 604.19 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87542.25 75 - 82 Days 6798.44 30-90 Days IG-3 15622.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94765.04 75 - 82 Days 11928.28 <30 Days IG-4 8029.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45720.45 75 - 82 Days 867.41 Open IG-5 2192.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84852.10 75 - 82 Days 7669.29 Open IG-6 6079.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25455.62 75 - 82 Days 259.87 91-180 Days IG-7 2741.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41497.35 75 - 82 Days 3411.90 91-180 Days IG-8 4623.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22521.91 75 - 82 Days 1983.33 <30 Days L-1 2392.94 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82161.82 75 - 82 Days 938.15 91-180 Days L-10 14653.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5323.27 75 - 82 Days 165.05 30-90 Days L-11 284.05 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102365.01 75 - 82 Days 9711.31 30-90 Days L-2 5807.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10141.68 75 - 82 Days 100.27 Open L-3 977.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112373.83 75 - 82 Days 5652.88 Open L-4 8918.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25722.35 75 - 82 Days 1925.91 30-90 Days L-5 4726.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45770.45 75 - 82 Days 4003.76 <30 Days L-6 8026.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31723.89 75 - 82 Days 2855.02 <30 Days L-7 5530.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 60525.32 75 - 82 Days 1366.64 Open L-8 3738.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99333.45 75 - 82 Days 3253.04 <30 Days L-9 13103.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70297.97 75 - 82 Days 9925.52 30-90 Days LC-1 2308.20 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70615.67 75 - 82 Days 8078.19 Open LC-2 12952.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49039.23 75 - 82 Days 1506.17 Open N-1 7742.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69402.69 75 - 82 Days 8.80 30-90 Days N-2 5043.33 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28113.73 75 - 82 Days 2345.43 30-90 Days N-3 2493.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61726.54 75 - 82 Days 4925.58 <30 Days N-4 8750.61 Yes Liberty Mortgage Services Corp. Operations