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 No 77305.39 Day 10 6900.64 <30 Days CB-3 9415.96 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55200.84 Day 10 5618.87 Open E-1 9173.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62731.91 Day 10 2644.18 Open E-2 11804.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10811.28 Day 10 13.79 Open G-1 996.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111155.01 Day 10 1573.50 Open G-2 11317.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35111.80 Day 10 412.47 <30 Days G-3 4321.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32612.58 Day 10 3987.58 <30 Days IG-1 5268.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73722.53 Day 10 10723.84 91-180 Days IG-2 9910.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 47700.04 Day 10 9.36 30-90 Days S-1 8832.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7302.76 Day 10 829.48 Open S-2 1160.01 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83053.10 Day 10 9611.83 30-90 Days S-3 6448.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34790.33 Day 10 898.82 30-90 Days S-4 6776.63 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14227.73 Day 10 1227.24 30-90 Days S-5 1763.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81834.27 Day 10 8416.98 30-90 Days S-6 6162.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 113591.85 Day 10 9180.16 30-90 Days S-7 3578.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104711.26 Day 11 2841.55 30-90 Days A-0-Q 20867.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32480.95 Day 11 3180.60 30-90 Days A-1-Q 1635.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88545.99 Day 11 4442.84 30-90 Days A-2-Q 17663.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59370.59 Day 11 3462.28 91-180 Days A-3-Q 5313.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67557.95 Day 11 10099.78 30-90 Days A-4-Q 5606.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11738.77 Day 11 314.57 Open A-5-Q 2044.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50383.21 Day 11 5383.98 91-180 Days CB-1-Q 4452.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3754.26 Day 11 258.77 <30 Days CB-2-Q 7.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112892.78 Day 11 2683.65 30-90 Days S-1-Q 7698.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18091.84 Day 11 1784.89 30-90 Days S-2-Q 560.86 Yes Liberty Mortgage Services Corp. Risk Management