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 GSE No 42242.38 Day 1 3357.45 30-90 Days P-2 7672.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51738.84 Day 1 3253.81 30-90 Days S-8 4581.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59023.37 Day 1 5199.95 <30 Days Y-1 11486.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10919.96 Day 1 713.86 91-180 Days Y-2 559.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11053.33 Day 1 1228.75 <30 Days Y-3 369.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106259.61 Day 1 4602.72 <30 Days Y-4 21157.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11626.57 Day 1 1696.90 <30 Days Z-1 1606.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11535.51 Day 1 316.73 <30 Days A-2 2000.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56985.20 Day 1 7064.19 <30 Days A-3 9278.46 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51376.47 Day 1 2328.93 91-180 Days A-4 1015.92 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20435.90 Day 1 570.45 <30 Days A-5 2779.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38262.58 Day 1 4415.53 <30 Days CB-1 1646.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106341.69 Day 1 698.80 <30 Days CB-2 4573.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36791.61 Day 1 3461.01 Open CB-3 2154.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65738.20 Day 1 7062.38 30-90 Days E-1 3516.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17863.11 Day 1 309.42 91-180 Days E-2 464.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66412.49 Day 1 2985.32 <30 Days G-1 11848.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47431.20 Day 1 1492.92 91-180 Days G-2 8469.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89059.45 Day 1 11099.52 91-180 Days G-3 11125.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68556.88 Day 1 2731.09 91-180 Days IG-1 7478.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34453.95 Day 1 4335.07 30-90 Days IG-2 1341.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7457.75 Day 1 202.46 30-90 Days S-1 880.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107800.26 Day 1 4339.60 <30 Days S-2 10967.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87548.75 Day 1 4363.91 Open S-3 9953.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5215.17 Day 1 98.64 <30 Days S-4 346.59 Yes Liberty Capital Markets Inc. Legal