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 21744.13 Day 33 1941.42 30-90 Days S-7-Q 2689.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10406.06 Day 33 742.14 <30 Days E-1-Q 1664.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107108.34 Day 33 333.81 <30 Days E-2-Q 21065.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64276.41 Day 33 7362.31 30-90 Days IG-1-Q 1977.20 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47984.15 Day 33 1292.19 Open IG-2-Q 8803.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94877.88 Day 33 13714.06 Open C-1 14509.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82745.51 Day 33 10031.38 <30 Days CB-4 663.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21118.02 Day 33 2485.98 Open E-10 1833.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87147.86 Day 33 6640.58 Open E-3 4041.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106906.04 Day 33 3573.78 30-90 Days E-4 12653.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9160.24 Day 33 94.66 Open E-5 1390.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53800.03 Day 33 2782.99 Open E-6 2568.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71325.75 Day 33 1593.54 30-90 Days E-7 7904.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 343.94 Day 33 12.26 Open E-8 25.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72468.72 Day 33 130.98 <30 Days E-9 10927.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71001.40 Day 33 3574.57 91-180 Days G-4 13580.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23465.41 Day 33 2404.01 Open IG-3 1180.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3393.38 Day 33 284.03 Open IG-4 124.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97698.24 Day 33 7232.56 <30 Days IG-5 7372.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20003.50 Day 33 1279.91 <30 Days IG-6 1895.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10362.94 Day 33 1517.86 30-90 Days IG-7 872.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82482.34 Day 33 8276.89 <30 Days IG-8 3019.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2308.65 Day 33 93.25 30-90 Days L-1 57.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79370.43 Day 33 2185.15 30-90 Days L-10 6678.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89034.60 Day 33 1441.86 <30 Days L-11 1918.64 Yes Liberty International Finance Ltd. Operations