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 Yes 60482.30 Day 57 7611.90 91-180 Days L-8 7122.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6881.28 Day 57 571.97 Open L-9 697.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11041.91 Day 57 434.61 Open LC-1 633.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82074.32 Day 57 9189.94 30-90 Days LC-2 4268.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59891.96 Day 57 6149.21 <30 Days N-1 1650.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 773.65 Day 57 52.68 Open N-2 125.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35828.31 Day 57 4525.40 <30 Days N-3 2170.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16386.43 Day 57 1643.68 <30 Days N-4 977.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97615.01 Day 57 10017.43 <30 Days N-5 16534.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63842.19 Day 57 4664.27 91-180 Days N-6 12456.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57842.83 Day 57 7030.68 91-180 Days N-7 2408.59 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31680.04 Day 57 486.82 Open P-1 5088.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5821.70 Day 57 649.09 <30 Days P-2 589.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56507.73 Day 57 3901.34 91-180 Days S-8 4207.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61205.88 Day 57 5927.38 <30 Days Y-1 4634.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98915.48 Day 57 1163.80 91-180 Days Y-2 18751.81 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76811.72 Day 57 11193.08 91-180 Days Y-3 7970.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104168.43 Day 57 3751.99 91-180 Days Y-4 9148.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6207.43 Day 57 75.17 91-180 Days Z-1 490.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30220.58 Day 57 2493.83 Open A-2 2608.29 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53851.16 Day 57 5852.70 30-90 Days A-3 7232.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37992.47 Day 57 881.00 30-90 Days A-4 6190.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1939.10 Day 57 196.04 Open A-5 273.72 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5085.59 Day 57 577.85 <30 Days CB-1 188.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36588.01 Day 57 4118.81 91-180 Days CB-2 6541.47 No Treasury