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 No 3913.48 Day 51 245.44 91-180 Days Y-2 196.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74435.49 Day 51 162.19 Open Y-3 11218.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36681.36 Day 51 5240.88 91-180 Days Y-4 3103.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36215.71 Day 51 2588.31 30-90 Days Z-1 5840.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48287.27 Day 51 2914.40 <30 Days A-2 8541.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28952.69 Day 51 806.17 91-180 Days A-3 716.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32562.25 Day 51 1687.04 30-90 Days A-4 6154.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44741.31 Day 51 1808.07 <30 Days A-5 3735.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32430.78 Day 51 2070.68 30-90 Days CB-1 3639.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82432.42 Day 51 11711.07 30-90 Days CB-2 15184.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45286.07 Day 51 3567.74 30-90 Days CB-3 5391.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54038.78 Day 51 3751.07 30-90 Days E-1 2343.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48390.16 Day 51 6092.82 30-90 Days E-2 7105.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56564.16 Day 51 6648.26 91-180 Days G-1 10730.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35783.29 Day 51 2216.70 91-180 Days G-2 6658.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77162.52 Day 51 5878.45 91-180 Days G-3 4315.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3479.52 Day 51 273.06 30-90 Days IG-1 111.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7621.09 Day 51 1110.40 <30 Days IG-2 595.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61011.32 Day 51 631.97 91-180 Days S-1 86.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44301.07 Day 51 4591.64 Open S-2 6062.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77396.54 Day 51 9983.28 91-180 Days S-3 8835.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11946.53 Day 51 1568.57 30-90 Days S-4 853.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56088.77 Day 51 2315.63 Open S-5 5567.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40100.81 Day 51 1535.74 <30 Days S-6 1808.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14868.14 Day 51 1901.71 30-90 Days S-7 343.82 Yes Liberty Wealth Management LLC Treasury