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 20183.55 Day 7 3015.95 30-90 Days Y-4 3170.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74907.03 Day 7 7133.40 Open Z-1 7773.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11985.51 Day 7 466.94 30-90 Days A-2 385.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78382.90 Day 7 3265.85 Open A-3 8198.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12412.25 Day 7 596.83 30-90 Days A-4 924.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107926.27 Day 7 11830.91 30-90 Days A-5 19987.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11.88 Day 7 0.38 30-90 Days CB-1 1.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68169.19 Day 7 7585.71 91-180 Days CB-2 9765.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24909.63 Day 7 2991.48 <30 Days CB-3 2771.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 20883.97 Day 7 601.32 30-90 Days E-1 44.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71472.30 Day 7 9745.42 Open E-2 4661.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 60635.98 Day 7 759.10 Open G-1 6261.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63295.03 Day 7 8618.58 <30 Days G-2 10251.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64531.07 Day 7 6253.44 <30 Days G-3 10083.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91263.18 Day 7 9084.76 30-90 Days IG-1 3594.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111828.34 Day 7 11447.86 91-180 Days IG-2 4140.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32875.24 Day 7 686.78 30-90 Days S-1 602.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6444.73 Day 7 511.47 Open S-2 474.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17272.71 Day 7 1800.89 Open S-3 1394.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42543.92 Day 7 1922.06 <30 Days S-4 3847.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19505.09 Day 7 2633.86 91-180 Days S-5 821.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68496.01 Day 7 1749.90 Open S-6 3795.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 16023.54 Day 7 224.49 30-90 Days S-7 3047.61 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61587.44 Day 8 5242.41 91-180 Days A-0-Q 1366.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83969.82 Day 8 8859.39 <30 Days A-1-Q 16042.35 No Finance