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 85125.88 >5 Yr 2619.74 91-180 Days P-2 3759.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3815.44 >5 Yr 240.34 Open S-8 392.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49362.74 >5 Yr 4479.55 <30 Days Y-1 8672.25 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21631.86 >5 Yr 2979.63 91-180 Days Y-2 517.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109356.31 >5 Yr 9247.35 Open Y-3 16753.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34726.80 >5 Yr 2847.64 30-90 Days Y-4 2322.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45604.75 >5 Yr 6155.91 91-180 Days Z-1 2737.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108882.36 >5 Yr 3116.89 30-90 Days A-2 8944.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91793.56 >5 Yr 10902.30 Open A-3 15884.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104825.71 >5 Yr 3701.53 30-90 Days A-4 16366.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104294.76 >5 Yr 11286.60 30-90 Days A-5 249.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105554.82 >5 Yr 3113.18 30-90 Days CB-1 6707.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26299.46 >5 Yr 692.75 Open CB-2 2732.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48492.59 >5 Yr 1214.49 30-90 Days CB-3 3182.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75764.07 >5 Yr 9954.24 91-180 Days E-1 6926.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66250.24 >5 Yr 2235.17 91-180 Days E-2 3150.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11085.63 >5 Yr 702.34 91-180 Days G-1 122.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96208.98 >5 Yr 3568.20 91-180 Days G-2 1594.51 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70816.38 >5 Yr 5373.73 30-90 Days G-3 7270.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22310.90 >5 Yr 594.77 91-180 Days IG-1 152.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78353.44 >5 Yr 773.10 91-180 Days IG-2 13786.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78016.56 >5 Yr 2203.24 <30 Days S-1 9409.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12502.41 >5 Yr 1363.96 <30 Days S-2 1293.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14630.53 >5 Yr 1475.27 91-180 Days S-3 2513.74 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50333.67 >5 Yr 7383.27 30-90 Days S-4 10017.88 Yes Liberty Capital Markets Inc. Finance