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 20693.72 Day 15 1800.88 Open G-3-Q 998.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86917.26 Day 15 6195.26 <30 Days S-5-Q 9519.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42166.55 Day 15 3450.10 Open S-6-Q 7823.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90813.93 Day 15 13538.69 Open S-7-Q 11443.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71475.73 Day 15 4945.53 30-90 Days E-1-Q 4499.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32209.04 Day 15 4477.22 30-90 Days E-2-Q 2840.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35890.42 Day 15 2396.71 30-90 Days IG-1-Q 5194.99 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32569.15 Day 15 4094.31 Open IG-2-Q 2442.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15498.15 Day 15 1477.12 Open C-1 3056.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32577.38 Day 15 190.57 Open CB-4 655.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13626.04 Day 15 959.99 91-180 Days E-10 2195.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9311.47 Day 15 1111.90 91-180 Days E-3 1168.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48197.19 Day 15 3254.13 <30 Days E-4 4404.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91882.50 Day 15 6759.16 30-90 Days E-5 15382.94 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13375.77 Day 15 621.36 30-90 Days E-6 946.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88722.89 Day 15 112.34 91-180 Days E-7 7322.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55534.01 Day 15 385.52 30-90 Days E-8 1310.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27971.65 Day 15 3478.01 <30 Days E-9 175.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32131.79 Day 15 3242.03 <30 Days G-4 3912.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27314.55 Day 15 860.98 91-180 Days IG-3 4438.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68888.83 Day 15 4198.83 91-180 Days IG-4 10813.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72383.27 Day 15 4779.08 <30 Days IG-5 3613.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110247.29 Day 15 16036.29 Open IG-6 1188.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113010.49 Day 15 10326.42 30-90 Days IG-7 18001.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108386.72 Day 15 689.97 Open IG-8 18572.34 No Finance