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 71120.25 Day 8 485.09 <30 Days A-2-Q 12097.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40470.35 Day 8 3273.82 <30 Days A-3-Q 4409.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111953.90 Day 8 16599.03 91-180 Days A-4-Q 19515.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 8816.33 Day 8 1204.76 30-90 Days A-5-Q 293.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76301.56 Day 8 442.43 <30 Days CB-1-Q 8716.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106065.58 Day 8 13655.91 Open CB-2-Q 14612.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 87447.95 Day 8 5077.31 Open S-1-Q 6739.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67865.64 Day 8 139.91 91-180 Days S-2-Q 9079.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1520.12 Day 8 34.10 <30 Days S-3-Q 293.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 29291.24 Day 8 3345.39 <30 Days S-4-Q 5411.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28202.25 Day 8 3885.72 30-90 Days CB-3-Q 182.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108802.64 Day 8 4224.96 30-90 Days G-1-Q 14753.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105355.07 Day 8 7596.32 91-180 Days G-2-Q 16191.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63065.33 Day 8 9438.48 <30 Days G-3-Q 1733.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70536.60 Day 8 9784.52 Open S-5-Q 12762.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79483.34 Day 8 9050.44 <30 Days S-6-Q 13774.61 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72719.39 Day 8 6050.28 91-180 Days S-7-Q 6656.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102705.07 Day 8 14660.11 <30 Days E-1-Q 20480.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82275.44 Day 8 7033.67 91-180 Days E-2-Q 638.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2832.76 Day 8 251.79 Open IG-1-Q 328.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102590.14 Day 8 11175.36 30-90 Days IG-2-Q 1104.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96671.54 Day 8 12313.58 91-180 Days C-1 3696.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108481.07 Day 8 3726.22 30-90 Days CB-4 7746.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22128.07 Day 8 1335.60 Open E-10 4359.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76232.00 Day 8 10799.57 <30 Days E-3 1186.22 No Finance