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 17705.18 Day 15 1726.92 91-180 Days L-4 713.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5402.73 Day 15 544.74 Open L-5 453.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107651.66 Day 15 9507.89 91-180 Days L-6 17371.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22044.53 Day 15 2635.43 <30 Days L-7 2805.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11164.24 Day 15 684.26 91-180 Days L-8 1234.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41280.71 Day 15 362.06 91-180 Days L-9 1578.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102849.35 Day 15 1195.72 30-90 Days LC-1 4805.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105059.19 Day 15 7128.36 Open LC-2 6789.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5881.00 Day 15 211.35 30-90 Days N-1 147.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70207.95 Day 15 4330.84 30-90 Days N-2 7863.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71498.27 Day 15 5348.93 <30 Days N-3 8345.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102187.33 Day 15 4302.78 30-90 Days N-4 15021.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12573.28 Day 15 1425.71 Open N-5 1312.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102458.43 Day 15 9427.75 <30 Days N-6 4149.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40713.02 Day 15 2834.31 91-180 Days N-7 6459.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17078.29 Day 15 1085.21 Open P-1 1203.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52486.32 Day 15 4552.00 Open P-2 5191.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107096.72 Day 15 6880.15 Open S-8 20171.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61527.00 Day 15 8778.99 Open Y-1 6121.08 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14806.88 Day 15 336.19 Open Y-2 76.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36357.55 Day 15 1906.53 30-90 Days Y-3 3893.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45873.29 Day 15 4934.14 30-90 Days Y-4 8663.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72253.84 Day 15 5433.59 30-90 Days Z-1 8256.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58898.69 Day 15 8025.76 <30 Days A-2 7931.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108235.16 Day 15 5044.25 30-90 Days A-3 2278.48 No Risk Management