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 15518.18 Day 11 1111.53 30-90 Days IG-4 1561.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58298.26 Day 11 8700.15 91-180 Days IG-5 5397.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106985.02 Day 11 12896.27 30-90 Days IG-6 17038.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40916.47 Day 11 2992.78 91-180 Days IG-7 499.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36444.18 Day 11 4631.54 30-90 Days IG-8 4052.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 87246.18 Day 11 1745.78 Open L-1 17326.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84558.25 Day 11 372.85 Open L-10 15142.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14718.28 Day 11 165.27 Open L-11 1612.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56289.37 Day 11 1559.82 30-90 Days L-2 10878.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90958.39 Day 11 11518.08 <30 Days L-3 12524.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88087.05 Day 11 9814.01 Open L-4 15465.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87087.69 Day 11 6725.93 <30 Days L-5 8691.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86590.76 Day 11 7027.31 91-180 Days L-6 3226.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19862.99 Day 11 1779.12 Open L-7 1140.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10490.01 Day 11 771.37 91-180 Days L-8 219.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 7678.11 Day 11 903.61 <30 Days L-9 380.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2371.71 Day 11 62.50 30-90 Days LC-1 111.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6050.86 Day 11 552.97 <30 Days LC-2 831.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60353.66 Day 11 911.24 30-90 Days N-1 5319.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59698.98 Day 11 6780.22 Open N-2 6580.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18345.53 Day 11 2722.10 <30 Days N-3 938.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50161.02 Day 11 2922.68 91-180 Days N-4 452.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29046.22 Day 11 3370.18 30-90 Days N-5 862.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67.54 Day 11 6.12 Open N-6 8.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67593.93 Day 11 3316.22 <30 Days N-7 10974.69 Yes Liberty Capital Markets Inc. Finance