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 Central Bank Yes 61432.34 Day 29 8621.56 <30 Days S-1-Q 8997.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106811.26 Day 29 12285.86 Open S-2-Q 8025.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104942.30 Day 29 13269.38 91-180 Days S-3-Q 12039.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21041.97 Day 29 190.92 <30 Days S-4-Q 2191.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66495.56 Day 29 91.81 <30 Days CB-3-Q 2738.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14524.13 Day 29 853.39 30-90 Days G-1-Q 98.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63755.42 Day 29 6934.87 Open G-2-Q 2679.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66051.13 Day 29 8707.62 Open G-3-Q 25.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9209.83 Day 29 1281.67 91-180 Days S-5-Q 1487.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30743.67 Day 29 1868.06 Open S-6-Q 5634.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 101646.27 Day 29 9071.99 Open S-7-Q 15565.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17645.48 Day 29 894.30 91-180 Days E-1-Q 2288.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109133.41 Day 29 2789.89 <30 Days E-2-Q 3491.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11812.79 Day 29 1445.64 <30 Days IG-1-Q 1395.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103673.80 Day 29 13678.77 91-180 Days IG-2-Q 14220.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 20910.78 Day 29 2280.91 Open C-1 702.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105890.63 Day 29 13179.35 30-90 Days CB-4 9142.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82054.83 Day 29 7018.41 30-90 Days E-10 8249.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 48314.57 Day 29 5113.62 <30 Days E-3 756.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104045.58 Day 29 12990.55 <30 Days E-4 3144.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53036.35 Day 29 7242.06 Open E-5 7119.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82221.06 Day 29 7531.86 Open E-6 10447.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65043.94 Day 29 4453.54 <30 Days E-7 2899.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21768.64 Day 29 1369.77 Open E-8 3162.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 66991.30 Day 29 6072.07 <30 Days E-9 11616.62 Yes Liberty Mortgage Services Corp. Treasury