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 45973.63 Day 51 2004.34 <30 Days L-10 5348.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89065.34 Day 51 809.35 30-90 Days L-11 3403.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71949.58 Day 51 2028.00 91-180 Days L-2 5665.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87225.15 Day 51 10290.65 Open L-3 10624.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50911.87 Day 51 2119.58 91-180 Days L-4 8737.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77175.10 Day 51 654.33 30-90 Days L-5 5252.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98508.18 Day 51 6307.42 <30 Days L-6 19531.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38355.54 Day 51 4272.39 <30 Days L-7 7273.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44958.48 Day 51 682.28 91-180 Days L-8 4526.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112751.65 Day 51 10071.57 <30 Days L-9 299.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49731.66 Day 51 568.68 91-180 Days LC-1 6210.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13693.20 Day 51 1230.01 30-90 Days LC-2 1595.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107329.74 Day 51 13870.51 91-180 Days N-1 13233.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49397.82 Day 51 5210.41 30-90 Days N-2 1119.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46099.36 Day 51 1211.34 Open N-3 4757.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104750.26 Day 51 5698.56 Open N-4 14908.26 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7168.75 Day 51 878.69 91-180 Days N-5 262.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41225.34 Day 51 4029.32 91-180 Days N-6 2240.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59899.00 Day 51 8926.17 <30 Days N-7 9546.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42492.87 Day 51 5511.76 30-90 Days P-1 5151.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8330.86 Day 51 1207.14 Open P-2 950.31 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37903.86 Day 51 2861.51 <30 Days S-8 7402.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44558.26 Day 51 4080.81 30-90 Days Y-1 713.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38283.94 Day 51 3417.39 Open Y-2 4366.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40736.03 Day 51 1615.41 Open Y-3 4987.96 Yes Liberty Wealth Management LLC Legal