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 24022.64 Day 60 2749.17 <30 Days CB-2-Q 3759.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43518.09 Day 60 3009.06 <30 Days S-1-Q 3027.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37639.70 Day 60 1162.77 91-180 Days S-2-Q 1278.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10379.44 Day 60 612.86 <30 Days S-3-Q 958.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44382.57 Day 60 3968.60 30-90 Days S-4-Q 1879.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99081.78 Day 60 8981.94 <30 Days CB-3-Q 3195.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101899.00 Day 60 9611.41 30-90 Days G-1-Q 5340.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3289.90 Day 60 45.31 Open G-2-Q 341.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87448.15 Day 60 5802.86 91-180 Days G-3-Q 9251.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17033.16 Day 60 489.82 Open S-5-Q 2133.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7048.52 Day 60 598.68 Open S-6-Q 1189.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101142.87 Day 60 14453.75 Open S-7-Q 3807.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41669.12 Day 60 5537.20 91-180 Days E-1-Q 1202.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80764.99 Day 60 5621.03 91-180 Days E-2-Q 13518.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8980.94 Day 60 107.44 Open IG-1-Q 870.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18070.52 Day 60 1911.68 91-180 Days IG-2-Q 568.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34376.35 Day 60 2385.23 Open C-1 996.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33926.38 Day 60 415.92 91-180 Days CB-4 1615.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61000.16 Day 60 3771.24 30-90 Days E-10 9437.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87071.08 Day 60 12510.35 30-90 Days E-3 14874.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25720.07 Day 60 1779.72 Open E-4 3452.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5528.69 Day 60 507.46 Open E-5 1059.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82589.43 Day 60 1000.12 Open E-6 1238.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22574.12 Day 60 1578.57 Open E-7 2673.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33701.36 Day 60 812.78 30-90 Days E-8 170.11 No Finance