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 Yes 8677.28 Day 19 1147.19 91-180 Days N-4 1501.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41538.89 Day 19 3439.71 <30 Days N-5 964.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87692.38 Day 19 12583.28 <30 Days N-6 10468.55 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17099.91 Day 19 1452.22 30-90 Days N-7 1447.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 296.15 Day 19 14.74 Open P-1 11.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47826.43 Day 19 1493.73 30-90 Days P-2 6770.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29669.85 Day 19 2402.84 <30 Days S-8 373.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15993.51 Day 19 2092.74 30-90 Days Y-1 3145.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94635.49 Day 19 11299.04 30-90 Days Y-2 11692.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40410.76 Day 19 2702.13 <30 Days Y-3 7627.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24839.22 Day 19 2478.60 <30 Days Y-4 1768.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65279.37 Day 19 1764.65 91-180 Days Z-1 10530.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43139.92 Day 19 3652.71 30-90 Days A-2 4090.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101029.31 Day 19 9873.75 30-90 Days A-3 17987.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37743.31 Day 19 3249.30 <30 Days A-4 7374.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21145.90 Day 19 2936.16 91-180 Days A-5 199.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100527.73 Day 19 4519.01 91-180 Days CB-1 3897.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19821.19 Day 19 2015.53 <30 Days CB-2 1111.17 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49202.12 Day 19 5579.32 Open CB-3 6243.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37468.36 Day 19 1482.70 30-90 Days E-1 6400.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92160.97 Day 19 4972.64 <30 Days E-2 6161.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101342.42 Day 19 11439.31 91-180 Days G-1 12757.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113348.64 Day 19 13678.24 91-180 Days G-2 8509.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69166.54 Day 19 4285.94 Open G-3 5127.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113262.40 Day 19 2527.80 30-90 Days IG-1 17089.25 No Operations