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 100149.18 Day 59 4189.55 91-180 Days G-3 4829.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34876.31 Day 59 3157.84 Open IG-1 3562.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34319.86 Day 59 2221.87 30-90 Days IG-2 4089.61 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42266.03 Day 59 3150.92 91-180 Days S-1 5865.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1746.76 Day 59 180.96 30-90 Days S-2 325.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101915.68 Day 59 9343.92 <30 Days S-3 5157.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104397.84 Day 59 14197.61 91-180 Days S-4 14122.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50097.26 Day 59 6107.76 30-90 Days S-5 1626.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55855.31 Day 59 1740.36 30-90 Days S-6 6568.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99055.24 Day 59 2501.34 30-90 Days S-7 17995.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19508.99 Day 60 1118.40 <30 Days A-0-Q 3429.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92502.04 Day 60 13131.83 <30 Days A-1-Q 10213.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28220.58 Day 60 2460.14 <30 Days A-2-Q 3317.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108929.87 Day 60 9993.37 91-180 Days A-3-Q 8549.97 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25666.87 Day 60 3562.76 30-90 Days A-4-Q 3365.60 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76094.02 Day 60 1812.72 91-180 Days A-5-Q 1144.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31018.01 Day 60 2111.44 <30 Days CB-1-Q 5378.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4482.34 Day 60 335.33 30-90 Days CB-2-Q 579.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100784.44 Day 60 8891.98 Open S-1-Q 8565.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1608.53 Day 60 83.78 Open S-2-Q 247.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7260.68 Day 60 332.38 30-90 Days S-3-Q 827.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26203.46 Day 60 2299.42 30-90 Days S-4-Q 1041.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62492.95 Day 60 4060.01 30-90 Days CB-3-Q 10836.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77085.06 Day 60 10385.28 30-90 Days G-1-Q 9319.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34406.85 Day 60 2170.69 91-180 Days G-2-Q 6635.58 Yes Liberty Mortgage Services Corp. Finance