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 26749.13 Day 48 555.64 <30 Days G-4 1220.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104376.80 Day 48 2916.54 91-180 Days IG-3 18837.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2560.86 Day 48 380.85 30-90 Days IG-4 261.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46294.56 Day 48 1142.46 Open IG-5 6806.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1531.88 Day 48 184.33 30-90 Days IG-6 149.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107050.45 Day 48 6281.51 91-180 Days IG-7 317.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70009.92 Day 48 6578.29 Open IG-8 3671.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55884.80 Day 48 7680.81 Open L-1 4877.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44211.70 Day 48 5279.62 Open L-10 27.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9481.14 Day 48 681.40 <30 Days L-11 125.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90576.00 Day 48 2478.43 91-180 Days L-2 8898.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49815.81 Day 48 1986.90 30-90 Days L-3 8594.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4162.01 Day 48 102.38 <30 Days L-4 204.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106613.68 Day 48 9175.88 Open L-5 2239.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54271.29 Day 48 411.64 30-90 Days L-6 10651.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83291.86 Day 48 7453.04 91-180 Days L-7 449.64 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78894.18 Day 48 8169.69 91-180 Days L-8 927.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98675.72 Day 48 9113.05 91-180 Days L-9 17682.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2468.68 Day 48 267.86 Open LC-1 448.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49595.29 Day 48 3567.30 Open LC-2 8013.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50235.16 Day 48 7170.56 30-90 Days N-1 2929.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76331.31 Day 48 5537.05 <30 Days N-2 2172.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9413.13 Day 48 354.05 30-90 Days N-3 1036.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102351.10 Day 48 14581.06 30-90 Days N-4 8759.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88927.76 Day 48 12770.31 30-90 Days N-5 10056.40 Yes Liberty Wealth Management LLC Operations