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 Central Bank Yes 47900.41 Day 1 2407.26 Open A-0-Q 858.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82145.23 Day 1 11614.77 30-90 Days A-1-Q 35.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102128.26 Day 1 5065.18 91-180 Days A-2-Q 11757.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 101028.43 Day 1 735.42 91-180 Days A-3-Q 4640.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92771.25 Day 1 11609.93 Open A-4-Q 15340.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4948.25 Day 1 151.60 <30 Days A-5-Q 497.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 86537.66 Day 1 12374.19 <30 Days CB-1-Q 17006.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84610.32 Day 1 11767.92 Open CB-2-Q 2149.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105426.45 Day 1 15182.43 <30 Days S-1-Q 7011.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21777.19 Day 1 2478.75 Open S-2-Q 1357.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64092.77 Day 1 319.67 30-90 Days S-3-Q 10361.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55890.30 Day 1 167.05 <30 Days S-4-Q 2000.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3714.47 Day 1 93.58 30-90 Days CB-3-Q 151.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 10496.00 Day 1 186.16 <30 Days G-1-Q 631.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22977.14 Day 1 500.36 Open G-2-Q 4247.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90863.11 Day 1 3768.78 <30 Days G-3-Q 3869.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81628.27 Day 1 2580.53 Open S-5-Q 15633.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36586.59 Day 1 1049.36 30-90 Days S-6-Q 4549.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42317.46 Day 1 2743.21 <30 Days S-7-Q 7805.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 113553.78 Day 1 3397.66 91-180 Days E-1-Q 21543.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79282.46 Day 1 10791.77 30-90 Days E-2-Q 1963.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87022.39 Day 1 5719.49 30-90 Days IG-1-Q 851.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42453.79 Day 1 122.15 <30 Days IG-2-Q 6384.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64341.89 Day 1 4235.14 <30 Days C-1 10148.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 113673.44 Day 1 12716.64 <30 Days CB-4 20288.47 Yes Liberty Capital Markets Inc. Legal