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 Financial Market Utility Yes 24127.64 Day 29 2551.15 91-180 Days N-5 957.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 89501.73 Day 29 4368.07 <30 Days N-6 2679.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 96043.89 Day 29 2360.87 Open N-7 4593.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 39849.22 Day 29 1500.43 30-90 Days P-1 3618.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 92902.67 Day 29 1016.12 <30 Days P-2 10783.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69657.82 Day 29 5976.23 <30 Days S-8 1895.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85242.35 Day 29 12491.52 30-90 Days Y-1 8202.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 56513.74 Day 29 2229.10 91-180 Days Y-2 10117.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 57073.93 Day 29 1465.07 <30 Days Y-3 9300.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 67997.59 Day 29 7106.32 30-90 Days Y-4 7964.17 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 86478.65 Day 29 9519.53 91-180 Days Z-1 15470.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 76766.83 Day 29 11083.91 30-90 Days A-2 3790.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 113529.52 Day 29 6316.73 Open A-3 2947.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 83089.23 Day 29 3619.03 <30 Days A-4 13778.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 49411.34 Day 29 5468.47 Open A-5 8289.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 50628.04 Day 29 1332.61 91-180 Days CB-1 4951.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 35670.40 Day 29 759.68 30-90 Days CB-2 3534.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 54382.98 Day 29 3306.71 <30 Days CB-3 582.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 20556.59 Day 29 3040.14 <30 Days E-1 3691.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 97052.91 Day 29 10581.21 Open E-2 9745.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 78228.67 Day 29 7325.07 Open G-1 2231.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 27412.22 Day 29 2870.40 91-180 Days G-2 4980.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 80483.80 Day 29 6235.42 Open G-3 12476.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 100708.53 Day 29 8750.75 91-180 Days IG-1 2292.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3544.11 Day 29 481.01 91-180 Days IG-2 163.77 Yes Liberty Wealth Management LLC Finance