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 Sovereign Yes 39661.13 Day 18 4805.90 30-90 Days E-2 710.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45065.60 Day 18 6535.50 <30 Days G-1 307.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98577.29 Day 18 5569.42 91-180 Days G-2 16335.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14836.43 Day 18 1796.01 30-90 Days G-3 2747.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34712.11 Day 18 4076.60 91-180 Days IG-1 21.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94621.56 Day 18 12755.76 30-90 Days IG-2 8887.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35662.60 Day 18 1443.87 91-180 Days S-1 2311.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96709.30 Day 18 4914.12 91-180 Days S-2 9098.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96661.43 Day 18 9518.84 30-90 Days S-3 15929.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32550.77 Day 18 1642.56 Open S-4 2312.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31793.18 Day 18 1194.47 <30 Days S-5 2167.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42047.53 Day 18 3972.66 Open S-6 3755.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70533.26 Day 18 9756.53 30-90 Days S-7 8131.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90356.48 Day 19 1112.14 30-90 Days A-0-Q 5981.37 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50087.28 Day 19 4358.01 30-90 Days A-1-Q 8068.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56631.68 Day 19 6031.29 30-90 Days A-2-Q 9107.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106768.24 Day 19 14020.37 Open A-3-Q 14799.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17285.67 Day 19 999.45 <30 Days A-4-Q 1429.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51748.50 Day 19 1730.59 Open A-5-Q 6944.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13328.14 Day 19 228.25 91-180 Days CB-1-Q 582.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5156.91 Day 19 396.54 30-90 Days CB-2-Q 813.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90025.02 Day 19 3856.65 91-180 Days S-1-Q 13990.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10303.30 Day 19 1371.66 Open S-2-Q 777.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84104.52 Day 19 12288.38 Open S-3-Q 5126.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47302.31 Day 19 3777.57 <30 Days S-4-Q 4942.12 No Legal