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 Non-Financial Corporate Yes 48927.98 Day 38 5589.74 Open P-1 176.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 83221.07 Day 38 9350.69 <30 Days P-2 2638.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 27848.46 Day 38 3946.55 <30 Days S-8 391.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 58631.99 Day 38 7517.68 <30 Days Y-1 10671.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 8019.22 Day 38 1010.49 30-90 Days Y-2 738.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 45958.13 Day 38 3856.58 91-180 Days Y-3 1354.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 105112.02 Day 38 2439.48 91-180 Days Y-4 9630.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 29762.54 Day 38 1330.51 30-90 Days Z-1 3041.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52602.21 Day 38 5076.22 30-90 Days A-2 1238.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 111807.27 Day 38 14794.20 <30 Days A-3 6979.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 6437.05 Day 38 900.37 Open A-4 169.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 113179.63 Day 38 15554.54 91-180 Days A-5 17693.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 13209.65 Day 38 257.55 <30 Days CB-1 2437.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 104156.83 Day 38 11583.49 <30 Days CB-2 17754.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 110373.96 Day 38 2862.32 Open CB-3 11793.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 21835.02 Day 38 200.81 Open E-1 1584.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 13622.17 Day 38 1561.68 30-90 Days E-2 821.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 1445.70 Day 38 12.96 30-90 Days G-1 52.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 99818.74 Day 38 5956.79 30-90 Days G-2 2760.86 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 7276.76 Day 38 744.60 30-90 Days G-3 76.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 53985.65 Day 38 1465.20 91-180 Days IG-1 5816.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 34795.84 Day 38 3026.80 Open IG-2 3682.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 24297.23 Day 38 3095.22 30-90 Days S-1 466.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 105415.54 Day 38 5668.84 Open S-2 2595.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 26077.34 Day 38 1866.31 91-180 Days S-3 936.05 No Finance