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 Other Supranational No 13654.03 Day 23 1351.37 30-90 Days S-5 724.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 16550.88 Day 23 2330.20 Open S-6 2258.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73597.57 Day 23 6453.73 <30 Days S-7 7584.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5005.86 Day 24 158.37 91-180 Days A-0-Q 750.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5156.93 Day 24 388.34 <30 Days A-1-Q 459.93 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42865.12 Day 24 4725.65 <30 Days A-2-Q 1847.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105021.60 Day 24 11394.17 91-180 Days A-3-Q 6710.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100203.80 Day 24 3769.49 <30 Days A-4-Q 12722.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52802.85 Day 24 7256.00 <30 Days A-5-Q 4714.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57934.09 Day 24 7053.21 91-180 Days CB-1-Q 8114.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96084.51 Day 24 12310.46 30-90 Days CB-2-Q 17537.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 59506.24 Day 24 724.72 30-90 Days S-1-Q 6386.93 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110653.33 Day 24 14113.15 Open S-2-Q 3722.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29465.39 Day 24 96.84 <30 Days S-3-Q 163.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93952.52 Day 24 1725.76 30-90 Days S-4-Q 16288.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71584.95 Day 24 789.14 91-180 Days CB-3-Q 6958.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56955.35 Day 24 39.12 Open G-1-Q 8946.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49119.06 Day 24 4986.39 91-180 Days G-2-Q 7819.62 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85134.66 Day 24 4123.81 91-180 Days G-3-Q 8634.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81304.56 Day 24 466.81 91-180 Days S-5-Q 14113.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81482.36 Day 24 10938.22 <30 Days S-6-Q 7053.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103037.49 Day 24 13130.18 30-90 Days S-7-Q 2224.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19094.20 Day 24 2334.62 <30 Days E-1-Q 1761.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97327.28 Day 24 10260.47 Open E-2-Q 11126.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103076.67 Day 24 4919.58 Open IG-1-Q 17746.98 Yes Liberty Mortgage Services Corp. Legal