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 MDB No 80858.67 Day 16 10171.21 30-90 Days CB-2 7740.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65266.17 Day 16 1140.43 91-180 Days CB-3 674.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48564.18 Day 16 6932.63 Open E-1 1948.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94656.56 Day 16 4699.21 91-180 Days E-2 6774.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111017.77 Day 16 6383.79 91-180 Days G-1 1344.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25706.36 Day 16 3066.51 91-180 Days G-2 18.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37467.85 Day 16 2948.53 Open G-3 1656.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106456.48 Day 16 10101.59 91-180 Days IG-1 895.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40253.92 Day 16 695.70 <30 Days IG-2 2896.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99743.57 Day 16 8671.10 30-90 Days S-1 10999.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14335.94 Day 16 1888.12 30-90 Days S-2 386.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55223.60 Day 16 1759.06 Open S-3 6520.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45660.23 Day 16 1884.17 91-180 Days S-4 2586.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53149.88 Day 16 7970.84 Open S-5 9465.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52074.79 Day 16 4396.25 30-90 Days S-6 857.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58980.17 Day 16 6754.42 30-90 Days S-7 241.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30394.46 Day 17 3457.45 91-180 Days A-0-Q 5857.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80256.02 Day 17 9362.23 30-90 Days A-1-Q 8063.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46496.52 Day 17 90.29 <30 Days A-2-Q 6878.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12004.16 Day 17 583.45 30-90 Days A-3-Q 1416.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16070.28 Day 17 1313.24 <30 Days A-4-Q 2633.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14066.26 Day 17 140.34 30-90 Days A-5-Q 1071.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39138.00 Day 17 705.58 30-90 Days CB-1-Q 7464.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111229.53 Day 17 13863.18 30-90 Days CB-2-Q 13859.86 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65325.97 Day 17 541.20 Open S-1-Q 7715.72 No Risk Management