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 32519.13 >2 Yr <= 3 Yr 4071.21 Open IG-5 2049.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27727.84 >2 Yr <= 3 Yr 2106.46 30-90 Days IG-6 450.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97355.95 >2 Yr <= 3 Yr 13202.72 Open IG-7 8707.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52613.53 >2 Yr <= 3 Yr 2435.92 30-90 Days IG-8 1780.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66175.74 >2 Yr <= 3 Yr 8211.76 91-180 Days L-1 4946.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38458.89 >2 Yr <= 3 Yr 5473.77 <30 Days L-10 2611.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3059.54 >2 Yr <= 3 Yr 412.38 Open L-11 441.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29598.56 >2 Yr <= 3 Yr 3029.18 91-180 Days L-2 5205.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48678.90 >2 Yr <= 3 Yr 6069.49 <30 Days L-3 5844.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106012.22 >2 Yr <= 3 Yr 15796.86 91-180 Days L-4 16312.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91912.95 >2 Yr <= 3 Yr 6095.94 <30 Days L-5 17579.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38119.26 >2 Yr <= 3 Yr 2967.62 Open L-6 4058.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98721.30 >2 Yr <= 3 Yr 1079.14 91-180 Days L-7 4226.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81385.07 >2 Yr <= 3 Yr 2750.32 Open L-8 290.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63210.79 >2 Yr <= 3 Yr 5967.19 Open L-9 554.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82.26 >2 Yr <= 3 Yr 12.10 30-90 Days LC-1 16.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38135.94 >2 Yr <= 3 Yr 3119.06 30-90 Days LC-2 6712.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19059.82 >2 Yr <= 3 Yr 3.33 Open N-1 1024.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78046.78 >2 Yr <= 3 Yr 1623.73 91-180 Days N-2 7595.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52883.81 >2 Yr <= 3 Yr 1919.83 30-90 Days N-3 9478.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7414.02 >2 Yr <= 3 Yr 268.71 <30 Days N-4 1052.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66848.82 >2 Yr <= 3 Yr 2613.65 30-90 Days N-5 5664.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30693.88 >2 Yr <= 3 Yr 1719.66 <30 Days N-6 2364.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84671.92 >2 Yr <= 3 Yr 11346.97 91-180 Days N-7 10539.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49062.05 >2 Yr <= 3 Yr 2759.40 <30 Days P-1 2280.26 Yes Liberty Mortgage Services Corp. Legal