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 25013.56 Day 15 1770.33 Open E-6 1842.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74341.55 Day 15 389.96 Open E-7 12483.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25787.95 Day 15 297.82 91-180 Days E-8 2435.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1866.59 Day 15 273.20 91-180 Days E-9 321.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19161.14 Day 15 2038.73 Open G-4 885.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69864.50 Day 15 1760.45 91-180 Days IG-3 5902.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18660.82 Day 15 1340.06 91-180 Days IG-4 563.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87786.02 Day 15 8144.75 Open IG-5 6708.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97554.33 Day 15 3492.42 30-90 Days IG-6 18524.09 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1436.65 Day 15 17.11 91-180 Days IG-7 266.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96126.07 Day 15 5083.82 Open IG-8 6791.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21516.19 Day 15 560.32 Open L-1 1668.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 7103.08 Day 15 997.76 30-90 Days L-10 562.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109965.46 Day 15 16050.94 30-90 Days L-11 18742.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6183.08 Day 15 447.39 91-180 Days L-2 1052.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111045.26 Day 15 3766.39 Open L-3 959.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27103.13 Day 15 1728.60 91-180 Days L-4 336.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 49833.64 Day 15 966.91 30-90 Days L-5 5958.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37699.18 Day 15 4153.76 30-90 Days L-6 6855.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61058.83 Day 15 3162.85 <30 Days L-7 2078.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 75992.32 Day 15 4308.51 30-90 Days L-8 227.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82351.22 Day 15 3238.97 Open L-9 4984.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56132.64 Day 15 3538.23 <30 Days LC-1 8262.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19122.74 Day 15 102.30 Open LC-2 3128.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35463.56 Day 15 169.46 30-90 Days N-1 6010.67 Yes Liberty Wealth Management LLC Finance