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 Bank Yes 72870.30 Day 5 10740.95 Open P-1 4341.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105524.33 Day 5 5002.15 <30 Days P-2 6382.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47432.34 Day 5 5975.44 30-90 Days S-8 1532.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24778.12 Day 5 1202.12 91-180 Days Y-1 388.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95393.61 Day 5 2515.56 91-180 Days Y-2 7401.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46817.30 Day 5 3228.50 Open Y-3 1397.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31235.90 Day 5 3233.77 <30 Days Y-4 3978.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54760.46 Day 5 2027.50 91-180 Days Z-1 1198.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85568.77 Day 5 8171.20 91-180 Days A-2 3909.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21380.56 Day 5 3135.16 Open A-3 2994.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89009.82 Day 5 5370.94 91-180 Days A-4 7481.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37354.05 Day 5 5454.19 Open A-5 1367.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22089.31 Day 5 686.74 30-90 Days CB-1 4022.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47436.04 Day 5 3324.74 91-180 Days CB-2 3462.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94419.73 Day 5 8826.80 91-180 Days CB-3 13994.68 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21443.57 Day 5 2973.85 <30 Days E-1 1205.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22086.68 Day 5 1560.99 30-90 Days E-2 2837.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60126.75 Day 5 347.71 91-180 Days G-1 8633.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101416.08 Day 5 8479.97 91-180 Days G-2 17259.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104033.88 Day 5 12817.03 Open G-3 9699.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3216.14 Day 5 298.28 30-90 Days IG-1 91.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99454.64 Day 5 13478.45 Open IG-2 18164.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73856.77 Day 5 9336.46 30-90 Days S-1 14136.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91526.80 Day 5 3194.10 <30 Days S-2 9080.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17571.72 Day 5 1507.29 30-90 Days S-3 2303.20 No Operations