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 Retail No 77710.12 Day 22 4230.32 <30 Days IG-6 15537.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3502.94 Day 22 247.40 30-90 Days IG-7 638.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65041.76 Day 22 1068.42 <30 Days IG-8 277.79 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64523.91 Day 22 1090.33 30-90 Days L-1 5376.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100313.30 Day 22 1162.31 <30 Days L-10 3366.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39610.07 Day 22 3327.30 <30 Days L-11 3422.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81403.68 Day 22 9499.57 91-180 Days L-2 4981.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38246.59 Day 22 1093.35 30-90 Days L-3 6692.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74673.68 Day 22 6633.46 91-180 Days L-4 9622.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50010.32 Day 22 5570.16 <30 Days L-5 7810.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23706.31 Day 22 1078.23 Open L-6 3154.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73087.13 Day 22 10249.69 30-90 Days L-7 11679.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66082.14 Day 22 7375.86 91-180 Days L-8 2451.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47868.77 Day 22 2583.62 Open L-9 225.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62033.02 Day 22 1322.75 Open LC-1 9019.12 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77668.41 Day 22 1531.00 91-180 Days LC-2 6309.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15738.71 Day 22 283.22 91-180 Days N-1 1798.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28925.98 Day 22 4261.01 <30 Days N-2 2484.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24097.48 Day 22 1101.28 91-180 Days N-3 109.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33370.93 Day 22 3574.36 Open N-4 1468.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80082.42 Day 22 959.60 91-180 Days N-5 303.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64640.98 Day 22 8982.64 <30 Days N-6 7632.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39599.41 Day 22 4110.36 30-90 Days N-7 7855.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92394.55 Day 22 6320.59 <30 Days P-1 12413.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18832.03 Day 22 2716.46 91-180 Days P-2 2789.98 No Treasury