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 42818.71 Day 32 3100.59 30-90 Days CB-4 8040.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94981.00 Day 32 3059.81 <30 Days E-10 16185.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1347.24 Day 32 189.92 91-180 Days E-3 148.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60576.81 Day 32 7753.02 <30 Days E-4 6446.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110471.99 Day 32 8417.55 30-90 Days E-5 690.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21809.21 Day 32 1902.39 91-180 Days E-6 3683.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67233.92 Day 32 3606.73 30-90 Days E-7 9804.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70674.67 Day 32 1018.22 30-90 Days E-8 149.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48899.80 Day 32 2051.84 30-90 Days E-9 2030.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94873.60 Day 32 569.54 <30 Days G-4 12146.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45604.30 Day 32 916.90 91-180 Days IG-3 2767.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90018.35 Day 32 11876.40 30-90 Days IG-4 6290.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45480.60 Day 32 3572.09 Open IG-5 6054.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27824.21 Day 32 4041.00 <30 Days IG-6 5044.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111541.42 Day 32 9966.28 91-180 Days IG-7 19857.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43742.96 Day 32 3518.92 91-180 Days IG-8 5702.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47235.05 Day 32 633.64 Open L-1 5301.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109120.53 Day 32 9983.69 <30 Days L-10 19738.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91657.66 Day 32 575.80 30-90 Days L-11 1709.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79635.47 Day 32 8784.27 Open L-2 15131.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86395.95 Day 32 8644.25 <30 Days L-3 12932.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63841.86 Day 32 924.50 <30 Days L-4 1208.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23369.26 Day 32 2270.98 Open L-5 3698.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72445.92 Day 32 1061.90 <30 Days L-6 4910.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51867.12 Day 32 6091.93 <30 Days L-7 2483.94 No Finance