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 Small Business Yes 82287.05 Day 44 3684.30 91-180 Days Y-3 984.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 63563.69 Day 44 1362.59 <30 Days Y-4 2382.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 104743.22 Day 44 12902.14 91-180 Days Z-1 10974.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 61735.53 Day 44 6084.46 Open A-2 1931.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 110212.65 Day 44 6996.13 30-90 Days A-3 5721.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 61513.41 Day 44 6333.94 91-180 Days A-4 10077.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 46050.68 Day 44 6100.91 30-90 Days A-5 629.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 45951.10 Day 44 1579.28 Open CB-1 7120.63 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 75444.99 Day 44 5700.21 Open CB-2 3059.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 3987.09 Day 44 435.62 <30 Days CB-3 708.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 938.40 Day 44 48.20 30-90 Days E-1 178.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 47856.34 Day 44 5410.70 Open E-2 3545.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 14670.99 Day 44 63.75 <30 Days G-1 1868.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 24805.45 Day 44 3003.88 91-180 Days G-2 903.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 74280.01 Day 44 6932.05 91-180 Days G-3 7821.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 21458.68 Day 44 2529.53 30-90 Days IG-1 615.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 41095.59 Day 44 4277.72 30-90 Days IG-2 4232.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 71607.47 Day 44 4306.98 Open S-1 12289.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 32601.57 Day 44 1472.48 Open S-2 621.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 62980.54 Day 44 6595.57 Open S-3 8250.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 5363.05 Day 44 540.85 <30 Days S-4 858.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 112118.15 Day 44 13085.72 30-90 Days S-5 726.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 50224.06 Day 44 1995.26 30-90 Days S-6 477.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 49667.66 Day 44 6362.50 Open S-7 6317.43 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 30799.90 Day 45 174.99 91-180 Days A-0-Q 1806.82 Yes Liberty International Finance Ltd. Treasury