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 10165.29 Day 25 1193.30 30-90 Days N-3 1637.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55162.84 Day 25 2938.22 <30 Days N-4 8642.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60806.50 Day 25 5376.06 <30 Days N-5 6609.50 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93247.67 Day 25 387.76 Open N-6 15698.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99892.78 Day 25 9414.85 Open N-7 1789.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7144.16 Day 25 132.63 <30 Days P-1 765.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19650.47 Day 25 270.43 <30 Days P-2 860.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107298.43 Day 25 2587.42 30-90 Days S-8 6862.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93760.21 Day 25 7033.48 Open Y-1 11531.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91645.98 Day 25 4281.79 91-180 Days Y-2 11871.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111970.19 Day 25 7348.97 <30 Days Y-3 20176.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27926.23 Day 25 1260.38 91-180 Days Y-4 1395.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104940.44 Day 25 9216.97 30-90 Days Z-1 5043.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59998.58 Day 25 8483.46 30-90 Days A-2 2722.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12353.27 Day 25 1196.40 91-180 Days A-3 1801.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49547.42 Day 25 3038.04 <30 Days A-4 8135.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94697.72 Day 25 7963.12 30-90 Days A-5 12378.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75406.64 Day 25 7231.96 30-90 Days CB-1 9986.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99051.91 Day 25 11082.51 91-180 Days CB-2 6775.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111492.46 Day 25 8173.13 30-90 Days CB-3 21000.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29313.00 Day 25 2710.43 <30 Days E-1 4754.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31353.40 Day 25 2726.31 <30 Days E-2 3816.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88615.91 Day 25 1190.36 Open G-1 16437.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41012.69 Day 25 1834.39 91-180 Days G-2 2481.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84949.94 Day 25 12634.68 91-180 Days G-3 11028.55 No Operations