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 No 9629.90 Day 56 720.96 91-180 Days N-2 1794.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 35224.92 Day 56 4451.20 91-180 Days N-3 5850.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14169.55 Day 56 1374.33 30-90 Days N-4 1215.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31591.69 Day 56 4283.35 Open N-5 2836.19 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 72389.73 Day 56 10167.17 91-180 Days N-6 910.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 58788.29 Day 56 3579.07 <30 Days N-7 7568.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 20853.10 Day 56 2663.45 <30 Days P-1 923.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 72458.73 Day 56 7099.87 <30 Days P-2 2203.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 29056.79 Day 56 2429.38 <30 Days S-8 4107.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 106221.69 Day 56 10860.27 91-180 Days Y-1 6291.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 25652.82 Day 56 1647.61 30-90 Days Y-2 4634.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 62714.46 Day 56 2672.14 91-180 Days Y-3 7262.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 47937.74 Day 56 1081.98 Open Y-4 6620.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 101140.48 Day 56 4398.34 Open Z-1 5932.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 65527.62 Day 56 7059.54 91-180 Days A-2 4089.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79638.39 Day 56 7268.29 91-180 Days A-3 521.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 100754.67 Day 56 2699.82 91-180 Days A-4 16477.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5477.03 Day 56 607.84 Open A-5 93.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31845.49 Day 56 677.64 91-180 Days CB-1 5978.55 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 96827.29 Day 56 9052.81 Open CB-2 6076.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 15005.86 Day 56 830.96 Open CB-3 2996.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 84511.82 Day 56 488.04 30-90 Days E-1 2315.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 57290.32 Day 56 2154.52 91-180 Days E-2 8499.83 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 63932.63 Day 56 4133.21 91-180 Days G-1 1241.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85210.80 Day 56 10378.60 Open G-2 7277.41 Yes Liberty International Finance Ltd. Operations