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 62024.75 Day 31 2507.42 Open N-2 4909.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 12676.21 Day 31 1056.21 91-180 Days N-3 2177.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 12939.65 Day 31 1431.92 30-90 Days N-4 210.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 102840.70 Day 31 958.01 Open N-5 9933.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31546.76 Day 31 4143.15 91-180 Days N-6 1187.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 99074.84 Day 31 4033.48 91-180 Days N-7 9765.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93339.01 Day 31 10516.84 <30 Days P-1 2085.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 42173.02 Day 31 1509.74 30-90 Days P-2 2019.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 47889.79 Day 31 6150.50 Open S-8 2744.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 70092.86 Day 31 317.08 <30 Days Y-1 3331.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 107500.02 Day 31 4758.42 30-90 Days Y-2 16889.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 30987.49 Day 31 2603.72 91-180 Days Y-3 5437.63 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68454.18 Day 31 6571.96 91-180 Days Y-4 12513.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 105641.69 Day 31 13063.00 Open Z-1 7196.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 18443.37 Day 31 2298.64 <30 Days A-2 1366.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 83688.55 Day 31 1989.32 <30 Days A-3 14424.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14376.44 Day 31 1902.85 30-90 Days A-4 56.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 22800.79 Day 31 1479.20 91-180 Days A-5 1444.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10550.17 Day 31 907.08 Open CB-1 1355.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 8261.44 Day 31 845.31 <30 Days CB-2 1548.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 64600.01 Day 31 6631.70 Open CB-3 3602.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 78382.22 Day 31 4452.87 30-90 Days E-1 10590.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 43505.59 Day 31 5013.85 91-180 Days E-2 7673.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 80259.32 Day 31 571.27 30-90 Days G-1 5519.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 58258.28 Day 31 2524.14 30-90 Days G-2 2887.83 Yes Liberty Wealth Management LLC Legal