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 No 94904.79 Day 22 4994.12 91-180 Days CB-1 10174.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60259.60 Day 22 72.75 30-90 Days CB-2 1335.59 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42736.30 Day 22 5136.98 91-180 Days CB-3 4206.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18243.21 Day 22 1476.56 91-180 Days E-1 2237.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65364.37 Day 22 8203.58 91-180 Days E-2 9453.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23447.15 Day 22 1323.94 91-180 Days G-1 155.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21633.59 Day 22 315.47 Open G-2 946.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108191.40 Day 22 4285.65 <30 Days G-3 5646.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34765.51 Day 22 1171.32 91-180 Days IG-1 568.51 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33081.56 Day 22 1104.78 30-90 Days IG-2 1156.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35052.61 Day 22 2541.33 Open S-1 3594.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60096.76 Day 22 6217.07 <30 Days S-2 6596.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91280.14 Day 22 6748.24 Open S-3 14236.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82670.87 Day 22 10726.34 30-90 Days S-4 10193.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4193.75 Day 22 225.18 Open S-5 300.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70960.34 Day 22 2566.77 Open S-6 13686.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13228.11 Day 22 1858.34 <30 Days S-7 88.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94627.20 Day 23 3347.48 Open A-0-Q 16119.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59326.76 Day 23 5368.21 30-90 Days A-1-Q 5427.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55775.13 Day 23 3673.62 30-90 Days A-2-Q 2742.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87335.09 Day 23 12957.37 Open A-3-Q 875.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50393.75 Day 23 3294.06 91-180 Days A-4-Q 654.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98196.82 Day 23 6177.09 Open A-5-Q 6363.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28511.40 Day 23 245.98 91-180 Days CB-1-Q 2053.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80085.75 Day 23 6048.12 Open CB-2-Q 2417.44 No Risk Management