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 108173.59 Day 55 13119.29 91-180 Days S-3-Q 947.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2919.47 Day 55 391.84 91-180 Days S-4-Q 379.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80350.84 Day 55 5171.45 91-180 Days CB-3-Q 13036.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12936.55 Day 55 1560.64 Open G-1-Q 1737.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36657.94 Day 55 2171.76 91-180 Days G-2-Q 4169.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57856.18 Day 55 4169.16 91-180 Days G-3-Q 9888.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30733.17 Day 55 2849.40 Open S-5-Q 1633.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84898.71 Day 55 7038.56 91-180 Days S-6-Q 16618.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17227.27 Day 55 1725.61 30-90 Days S-7-Q 195.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32265.39 Day 55 4291.16 Open E-1-Q 251.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97766.59 Day 55 10729.24 <30 Days E-2-Q 17132.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71700.01 Day 55 4477.83 Open IG-1-Q 5340.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27427.65 Day 55 2622.47 91-180 Days IG-2-Q 5377.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31961.42 Day 55 2273.23 <30 Days C-1 5514.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75830.73 Day 55 7563.47 <30 Days CB-4 11088.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110467.68 Day 55 14805.32 30-90 Days E-10 21569.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2380.17 Day 55 108.56 30-90 Days E-3 409.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69116.86 Day 55 2931.26 30-90 Days E-4 5587.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81142.73 Day 55 3669.59 Open E-5 4609.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69173.06 Day 55 1953.03 91-180 Days E-6 672.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6081.55 Day 55 557.90 Open E-7 122.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37320.52 Day 55 4325.85 <30 Days E-8 4940.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42357.84 Day 55 291.34 Open E-9 777.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29160.21 Day 55 3974.51 91-180 Days G-4 950.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24613.53 Day 55 2992.89 Open IG-3 4272.48 Yes Liberty Mortgage Services Corp. Operations