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 40821.14 Day 48 1797.91 <30 Days S-2 445.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108331.65 Day 48 11819.34 <30 Days S-3 1324.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56017.62 Day 48 7994.67 Open S-4 3664.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82135.77 Day 48 11509.40 30-90 Days S-5 9992.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3449.40 Day 48 239.83 91-180 Days S-6 498.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88261.52 Day 48 6185.31 30-90 Days S-7 9475.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39325.99 Day 49 795.32 Open A-0-Q 2012.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9718.78 Day 49 657.98 <30 Days A-1-Q 180.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90793.17 Day 49 7359.13 30-90 Days A-2-Q 2373.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46094.17 Day 49 2002.58 91-180 Days A-3-Q 7981.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35336.48 Day 49 3773.74 <30 Days A-4-Q 484.24 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5296.04 Day 49 31.42 Open A-5-Q 247.74 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52911.87 Day 49 6869.35 91-180 Days CB-1-Q 6527.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51790.64 Day 49 955.24 91-180 Days CB-2-Q 7982.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68601.21 Day 49 6896.54 Open S-1-Q 2036.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60841.04 Day 49 2215.45 <30 Days S-2-Q 11926.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53497.62 Day 49 4443.68 91-180 Days S-3-Q 802.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101101.45 Day 49 9115.58 Open S-4-Q 18582.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92796.13 Day 49 2202.09 91-180 Days CB-3-Q 12779.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79360.29 Day 49 7460.84 30-90 Days G-1-Q 88.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31819.15 Day 49 1353.16 Open G-2-Q 610.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23563.22 Day 49 2367.27 91-180 Days G-3-Q 243.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62784.13 Day 49 6808.79 Open S-5-Q 11492.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97263.78 Day 49 1916.97 91-180 Days S-6-Q 11370.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26493.46 Day 49 2626.88 <30 Days S-7-Q 1437.73 Yes Liberty Capital Markets Inc. Treasury