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 No 78911.01 Day 30 2493.84 30-90 Days S-4 5309.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66808.96 Day 30 7953.45 Open S-5 3691.17 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94063.22 Day 30 7927.54 91-180 Days S-6 10561.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87874.74 Day 30 3829.90 91-180 Days S-7 7116.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69183.46 Day 31 6887.86 Open A-0-Q 13151.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63105.19 Day 31 4669.11 91-180 Days A-1-Q 8314.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102590.39 Day 31 5514.31 91-180 Days A-2-Q 13704.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45049.73 Day 31 2362.86 91-180 Days A-3-Q 13.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2329.29 Day 31 154.17 30-90 Days A-4-Q 447.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78238.28 Day 31 3112.12 Open A-5-Q 7019.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64402.68 Day 31 9642.97 <30 Days CB-1-Q 7861.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34064.36 Day 31 3975.19 91-180 Days CB-2-Q 5870.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92082.35 Day 31 38.68 91-180 Days S-1-Q 11345.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65385.65 Day 31 68.57 <30 Days S-2-Q 6441.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4797.25 Day 31 454.10 Open S-3-Q 68.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66771.64 Day 31 1409.82 91-180 Days S-4-Q 8517.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1450.66 Day 31 6.93 Open CB-3-Q 208.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8417.24 Day 31 364.80 30-90 Days G-1-Q 1467.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45355.73 Day 31 5954.35 91-180 Days G-2-Q 3136.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11333.50 Day 31 1240.42 Open G-3-Q 79.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79563.58 Day 31 8645.74 Open S-5-Q 8143.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29825.64 Day 31 2552.10 <30 Days S-6-Q 3604.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54364.84 Day 31 6275.45 Open S-7-Q 3040.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43954.31 Day 31 66.42 91-180 Days E-1-Q 3449.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107950.37 Day 31 2212.47 91-180 Days E-2-Q 18158.30 No Finance