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 Yes 65336.49 Day 23 5355.92 30-90 Days C-1 612.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3206.28 Day 23 415.33 <30 Days CB-4 292.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30427.55 Day 23 2894.67 91-180 Days E-10 659.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3938.50 Day 23 68.68 <30 Days E-3 142.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29671.98 Day 23 219.47 91-180 Days E-4 4069.75 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81541.60 Day 23 9140.50 <30 Days E-5 13357.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16148.06 Day 23 1881.49 91-180 Days E-6 2747.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95122.47 Day 23 6221.30 <30 Days E-7 10644.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29040.25 Day 23 1511.74 30-90 Days E-8 4686.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36459.91 Day 23 3564.89 30-90 Days E-9 6098.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33560.93 Day 23 3210.14 <30 Days G-4 4325.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93059.07 Day 23 10589.36 Open IG-3 14652.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98917.26 Day 23 710.01 30-90 Days IG-4 5624.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64431.27 Day 23 8218.41 30-90 Days IG-5 150.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60071.93 Day 23 927.61 91-180 Days IG-6 7508.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66958.23 Day 23 6675.78 91-180 Days IG-7 7585.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40379.52 Day 23 5991.31 <30 Days IG-8 7799.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41768.28 Day 23 2800.65 Open L-1 1050.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40515.09 Day 23 1267.33 Open L-10 2333.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80069.69 Day 23 5418.28 30-90 Days L-11 7434.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105630.57 Day 23 13609.15 Open L-2 4777.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111483.69 Day 23 14015.05 30-90 Days L-3 15041.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59809.81 Day 23 8873.31 Open L-4 2222.37 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32984.16 Day 23 4189.22 Open L-5 964.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72825.52 Day 23 7164.02 91-180 Days L-6 7300.65 Yes Liberty International Finance Ltd. Operations