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 Bank Yes 8389.12 Day 20 48.05 91-180 Days E-1 1490.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92759.57 Day 20 13168.15 30-90 Days E-2 8553.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73089.15 Day 20 8088.29 30-90 Days G-1 11017.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2904.05 Day 20 163.24 Open G-2 255.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97881.69 Day 20 93.85 Open G-3 9726.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58411.66 Day 20 5483.84 Open IG-1 9103.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38506.99 Day 20 1408.70 91-180 Days IG-2 5971.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8204.08 Day 20 177.68 Open S-1 642.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89892.07 Day 20 5275.40 Open S-2 1893.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66246.62 Day 20 6091.27 Open S-3 8259.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22455.22 Day 20 211.71 30-90 Days S-4 207.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12089.92 Day 20 556.44 30-90 Days S-5 618.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35640.40 Day 20 1824.72 91-180 Days S-6 1500.42 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57498.88 Day 20 1182.17 30-90 Days S-7 3146.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96151.80 Day 21 1085.60 30-90 Days A-0-Q 17702.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98919.14 Day 21 6082.25 30-90 Days A-1-Q 11225.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109368.55 Day 21 3433.53 91-180 Days A-2-Q 13637.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59297.24 Day 21 4379.82 Open A-3-Q 58.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70223.16 Day 21 3192.51 30-90 Days A-4-Q 2720.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99730.49 Day 21 13230.99 <30 Days A-5-Q 4083.42 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57478.56 Day 21 3920.90 30-90 Days CB-1-Q 9420.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63330.62 Day 21 9198.38 Open CB-2-Q 1289.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86733.07 Day 21 4237.15 91-180 Days S-1-Q 14297.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9094.47 Day 21 228.15 30-90 Days S-2-Q 195.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104300.35 Day 21 3905.07 91-180 Days S-3-Q 7869.20 Yes Liberty Wealth Management LLC Operations