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 108197.86 Day 56 11611.51 91-180 Days G-1-Q 9869.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28453.41 Day 56 723.38 Open G-2-Q 3094.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106079.50 Day 56 1240.08 91-180 Days G-3-Q 6369.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22635.30 Day 56 1905.11 30-90 Days S-5-Q 2360.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81935.49 Day 56 5864.91 Open S-6-Q 2237.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73753.75 Day 56 565.72 <30 Days S-7-Q 6377.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111495.63 Day 56 16450.86 91-180 Days E-1-Q 14524.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38965.02 Day 56 2148.65 <30 Days E-2-Q 676.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31768.25 Day 56 4589.43 91-180 Days IG-1-Q 3173.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21862.19 Day 56 861.33 Open IG-2-Q 1896.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73935.02 Day 56 10632.92 30-90 Days C-1 6791.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67688.47 Day 56 8017.92 30-90 Days CB-4 12778.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83219.69 Day 56 6685.68 Open E-10 2474.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101613.21 Day 56 6219.97 30-90 Days E-3 20316.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11288.07 Day 56 986.29 Open E-4 153.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89486.14 Day 56 3168.40 91-180 Days E-5 13015.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52515.71 Day 56 603.01 30-90 Days E-6 2758.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18527.06 Day 56 984.61 <30 Days E-7 2232.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30997.03 Day 56 491.61 91-180 Days E-8 5684.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32928.50 Day 56 1434.94 91-180 Days E-9 25.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69765.70 Day 56 8545.30 30-90 Days G-4 12476.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13386.02 Day 56 707.15 91-180 Days IG-3 1140.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34804.56 Day 56 1377.51 Open IG-4 6138.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70264.24 Day 56 9091.77 <30 Days IG-5 1260.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86842.82 Day 56 15.45 30-90 Days IG-6 1257.12 No Risk Management