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 85238.37 Day 15 11592.71 30-90 Days N-2 8901.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69305.84 Day 15 1354.53 30-90 Days N-3 9837.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58471.66 Day 15 3359.46 <30 Days N-4 9729.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79699.58 Day 15 873.07 91-180 Days N-5 7346.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 29453.77 Day 15 2822.07 <30 Days N-6 3911.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74927.48 Day 15 7205.84 30-90 Days N-7 9235.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65865.77 Day 15 9492.33 91-180 Days P-1 8631.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53474.91 Day 15 6723.31 Open P-2 7713.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8369.01 Day 15 612.98 91-180 Days S-8 366.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 29847.05 Day 15 2096.45 30-90 Days Y-1 3380.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73124.47 Day 15 4639.97 <30 Days Y-2 8018.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75866.42 Day 15 1922.42 91-180 Days Y-3 6127.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 60924.39 Day 15 9040.56 91-180 Days Y-4 5027.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94402.67 Day 15 4907.47 30-90 Days Z-1 14277.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97977.07 Day 15 9915.76 30-90 Days A-2 5804.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43617.90 Day 15 5513.04 30-90 Days A-3 1098.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24968.33 Day 15 3069.57 30-90 Days A-4 3880.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9612.98 Day 15 1291.07 <30 Days A-5 921.96 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80419.76 Day 15 7003.31 Open CB-1 4098.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57314.92 Day 15 4855.27 Open CB-2 8662.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112121.23 Day 15 9247.59 30-90 Days CB-3 20984.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14696.25 Day 15 93.07 91-180 Days E-1 2133.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69314.46 Day 15 478.53 91-180 Days E-2 13061.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89399.10 Day 15 7180.71 30-90 Days G-1 5518.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44180.24 Day 15 636.27 <30 Days G-2 2420.08 No Treasury