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 MDB No 36115.49 Day 20 3984.64 <30 Days L-11 4532.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104422.96 Day 20 9128.45 30-90 Days L-2 4079.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55803.91 Day 20 4106.53 Open L-3 6733.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47450.90 Day 20 1356.74 91-180 Days L-4 4588.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99705.60 Day 20 5606.92 Open L-5 10522.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41400.66 Day 20 104.03 91-180 Days L-6 3402.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7216.67 Day 20 205.83 <30 Days L-7 668.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95639.16 Day 20 9997.49 30-90 Days L-8 18986.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10093.64 Day 20 488.52 <30 Days L-9 1090.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95542.06 Day 20 259.05 30-90 Days LC-1 5031.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112357.87 Day 20 8789.47 Open LC-2 10191.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27216.96 Day 20 3882.23 30-90 Days N-1 870.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54211.38 Day 20 3268.33 91-180 Days N-2 797.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30467.39 Day 20 1179.00 <30 Days N-3 1940.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33902.40 Day 20 3975.85 91-180 Days N-4 4013.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55060.60 Day 20 7325.03 Open N-5 9559.61 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66899.04 Day 20 1135.86 <30 Days N-6 2662.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47474.89 Day 20 3724.16 91-180 Days N-7 6346.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111371.20 Day 20 9389.86 <30 Days P-1 11690.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19818.27 Day 20 1740.65 Open P-2 3657.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17022.24 Day 20 394.80 Open S-8 807.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76595.30 Day 20 4523.99 91-180 Days Y-1 4221.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19039.44 Day 20 2198.76 Open Y-2 967.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111398.70 Day 20 14453.09 30-90 Days Y-3 4071.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14988.37 Day 20 938.86 <30 Days Y-4 2657.15 Yes Liberty Wealth Management LLC Legal