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 110360.13 Day 14 3553.87 <30 Days S-7-Q 15252.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102021.71 Day 14 9028.23 <30 Days E-1-Q 7325.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35234.18 Day 14 1771.38 Open E-2-Q 3584.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77756.27 Day 14 2244.05 30-90 Days IG-1-Q 13097.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63201.73 Day 14 8734.09 30-90 Days IG-2-Q 2886.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16167.36 Day 14 250.28 30-90 Days C-1 1438.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8751.39 Day 14 1000.74 Open CB-4 1714.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71886.07 Day 14 9914.32 Open E-10 8478.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91595.73 Day 14 13111.53 Open E-3 15099.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16288.24 Day 14 136.96 91-180 Days E-4 2766.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78942.12 Day 14 1388.15 30-90 Days E-5 4958.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49020.98 Day 14 4099.27 91-180 Days E-6 4350.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63917.02 Day 14 4741.92 91-180 Days E-7 11943.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18951.61 Day 14 183.31 91-180 Days E-8 2500.40 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69674.81 Day 14 8707.90 91-180 Days E-9 11046.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24540.96 Day 14 3643.93 91-180 Days G-4 1855.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7311.05 Day 14 381.37 Open IG-3 1031.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61896.75 Day 14 7246.57 91-180 Days IG-4 11177.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 48803.28 Day 14 4538.92 30-90 Days IG-5 1115.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21152.87 Day 14 911.06 91-180 Days IG-6 4024.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42413.78 Day 14 5606.32 <30 Days IG-7 6158.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96942.28 Day 14 3676.70 30-90 Days IG-8 1636.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38849.93 Day 14 4804.53 30-90 Days L-1 6992.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102315.73 Day 14 178.86 91-180 Days L-10 14232.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107291.24 Day 14 9185.40 <30 Days L-11 11633.20 No Treasury