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 87569.18 Day 55 411.54 91-180 Days A-2-Q 11044.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108621.12 Day 55 1770.21 <30 Days A-3-Q 10536.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101233.10 Day 55 9604.04 Open A-4-Q 2690.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40114.72 Day 55 2169.85 Open A-5-Q 3840.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63680.87 Day 55 1030.09 30-90 Days CB-1-Q 1194.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40238.96 Day 55 2937.46 Open CB-2-Q 6039.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20857.50 Day 55 1254.61 91-180 Days S-1-Q 2445.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49690.94 Day 55 5019.55 91-180 Days S-2-Q 9489.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52986.25 Day 55 5888.93 91-180 Days S-3-Q 10127.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90433.59 Day 55 12127.73 Open S-4-Q 7717.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49296.86 Day 55 2422.84 <30 Days CB-3-Q 2068.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28586.00 Day 55 2215.63 <30 Days G-1-Q 143.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56970.19 Day 55 2184.65 <30 Days G-2-Q 9801.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44006.83 Day 55 5897.42 Open G-3-Q 6063.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20266.32 Day 55 2380.09 Open S-5-Q 1212.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32060.89 Day 55 4406.43 91-180 Days S-6-Q 5460.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59074.97 Day 55 5667.34 30-90 Days S-7-Q 333.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18701.01 Day 55 540.23 <30 Days E-1-Q 3206.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92638.83 Day 55 9830.25 Open E-2-Q 13181.93 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10002.08 Day 55 673.11 <30 Days IG-1-Q 556.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11934.69 Day 55 1371.95 30-90 Days IG-2-Q 1739.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8570.47 Day 55 1022.85 <30 Days C-1 1233.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41598.82 Day 55 5547.38 30-90 Days CB-4 4469.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43020.42 Day 55 2803.38 <30 Days E-10 5576.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10723.66 Day 55 508.01 91-180 Days E-3 1485.80 No Operations