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 81685.27 121 - 150 Days 10064.44 <30 Days C-1 4808.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44377.42 121 - 150 Days 6565.93 30-90 Days CB-4 1558.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62594.82 121 - 150 Days 6948.55 91-180 Days E-10 4247.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71347.82 121 - 150 Days 7470.07 Open E-3 5806.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81987.44 121 - 150 Days 6400.29 30-90 Days E-4 4805.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51944.01 121 - 150 Days 3808.17 91-180 Days E-5 8633.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92939.79 121 - 150 Days 13602.54 <30 Days E-6 8063.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39182.56 121 - 150 Days 3853.45 91-180 Days E-7 1424.60 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5954.73 121 - 150 Days 143.04 91-180 Days E-8 368.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95787.17 121 - 150 Days 4976.44 Open E-9 483.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45345.16 121 - 150 Days 1544.92 <30 Days G-4 741.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14483.14 121 - 150 Days 992.18 30-90 Days IG-3 608.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61376.48 121 - 150 Days 5174.96 91-180 Days IG-4 2499.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112907.45 121 - 150 Days 4746.27 30-90 Days IG-5 16259.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106120.40 121 - 150 Days 7614.28 91-180 Days IG-6 971.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107017.26 121 - 150 Days 6113.34 Open IG-7 20302.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72696.37 121 - 150 Days 6397.07 91-180 Days IG-8 2481.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59015.17 121 - 150 Days 848.29 91-180 Days L-1 2964.53 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29098.25 121 - 150 Days 3071.07 Open L-10 4092.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46778.96 121 - 150 Days 2121.26 91-180 Days L-11 2675.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22913.16 121 - 150 Days 2031.19 91-180 Days L-2 1154.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72970.16 121 - 150 Days 8321.39 30-90 Days L-3 11373.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32394.43 121 - 150 Days 2189.15 <30 Days L-4 883.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3110.37 121 - 150 Days 86.71 30-90 Days L-5 5.50 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17586.97 121 - 150 Days 2311.87 <30 Days L-6 1276.71 Yes Liberty Mortgage Services Corp. Risk Management