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 91775.36 Day 11 7020.76 <30 Days S-4 17708.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60745.13 Day 11 4953.68 <30 Days S-5 10441.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38044.89 Day 11 184.16 <30 Days S-6 140.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96790.31 Day 11 9685.68 <30 Days S-7 11894.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11029.17 Day 12 777.35 30-90 Days A-0-Q 685.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33733.92 Day 12 753.31 Open A-1-Q 2030.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67946.21 Day 12 6620.84 <30 Days A-2-Q 8873.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27180.02 Day 12 2283.85 Open A-3-Q 5306.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36660.44 Day 12 1463.06 91-180 Days A-4-Q 2335.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64670.80 Day 12 1671.04 30-90 Days A-5-Q 9409.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71175.32 Day 12 10112.74 Open CB-1-Q 8732.82 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88003.66 Day 12 3555.59 91-180 Days CB-2-Q 11529.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26975.82 Day 12 2149.59 30-90 Days S-1-Q 4496.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80918.99 Day 12 3156.33 <30 Days S-2-Q 6300.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15608.24 Day 12 1198.04 91-180 Days S-3-Q 823.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2222.97 Day 12 251.33 30-90 Days S-4-Q 264.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11003.32 Day 12 84.04 Open CB-3-Q 1723.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 113252.34 Day 12 13201.89 30-90 Days G-1-Q 3370.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107068.90 Day 12 7798.88 <30 Days G-2-Q 15129.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43966.09 Day 12 4466.04 30-90 Days G-3-Q 3309.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2493.22 Day 12 197.09 91-180 Days S-5-Q 117.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79401.10 Day 12 1249.42 <30 Days S-6-Q 14600.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9558.33 Day 12 63.11 Open S-7-Q 365.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22587.52 Day 12 2570.77 <30 Days E-1-Q 1845.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71663.27 Day 12 10332.92 Open E-2-Q 743.09 No Treasury