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 5477.03 Day 53 120.35 91-180 Days S-5 545.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62972.68 Day 53 4999.70 Open S-6 7433.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69779.64 Day 53 9411.87 <30 Days S-7 3381.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80226.79 Day 54 7615.55 <30 Days A-0-Q 14761.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93154.02 Day 54 9492.67 Open A-1-Q 1303.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98239.36 Day 54 14643.01 30-90 Days A-2-Q 18524.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86011.06 Day 54 11271.45 <30 Days A-3-Q 1454.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34807.42 Day 54 4051.21 <30 Days A-4-Q 2510.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39864.42 Day 54 5842.66 Open A-5-Q 135.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29139.43 Day 54 182.74 <30 Days CB-1-Q 4007.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69267.11 Day 54 4261.39 Open CB-2-Q 5828.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52145.70 Day 54 3984.34 30-90 Days S-1-Q 6675.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106038.89 Day 54 13260.85 Open S-2-Q 115.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85415.77 Day 54 7764.63 91-180 Days S-3-Q 2368.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62791.58 Day 54 3815.18 <30 Days S-4-Q 3159.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83246.81 Day 54 7585.40 <30 Days CB-3-Q 63.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46698.30 Day 54 3149.55 91-180 Days G-1-Q 6744.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76283.70 Day 54 4206.49 Open G-2-Q 7481.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5867.39 Day 54 66.82 30-90 Days G-3-Q 500.96 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52408.69 Day 54 5455.07 Open S-5-Q 6946.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12008.29 Day 54 930.45 30-90 Days S-6-Q 2012.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106413.66 Day 54 3916.08 Open S-7-Q 13127.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85969.27 Day 54 4994.93 30-90 Days E-1-Q 16843.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68393.07 Day 54 6174.01 91-180 Days E-2-Q 9276.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70653.31 Day 54 8926.94 91-180 Days IG-1-Q 10814.76 No Finance