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 8996.94 Day 15 951.31 30-90 Days G-3 757.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13395.59 Day 15 1668.59 Open IG-1 73.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70038.76 Day 15 6333.93 30-90 Days IG-2 8368.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45225.76 Day 15 2653.42 Open S-1 3161.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48903.23 Day 15 3625.21 91-180 Days S-2 1790.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28121.47 Day 15 2617.30 Open S-3 1654.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28288.11 Day 15 1305.98 Open S-4 2945.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110201.33 Day 15 13022.25 <30 Days S-5 51.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 7809.21 Day 15 1055.28 <30 Days S-6 940.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83552.14 Day 15 11309.36 91-180 Days S-7 15461.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94463.31 Day 16 10679.06 91-180 Days A-0-Q 10805.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53238.75 Day 16 3531.00 30-90 Days A-1-Q 6902.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15087.25 Day 16 621.99 30-90 Days A-2-Q 683.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76911.08 Day 16 11404.14 Open A-3-Q 10422.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24790.23 Day 16 1999.38 <30 Days A-4-Q 578.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26741.99 Day 16 2837.09 91-180 Days A-5-Q 591.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1098.92 Day 16 105.17 91-180 Days CB-1-Q 175.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99231.88 Day 16 7045.40 <30 Days CB-2-Q 6202.37 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109790.43 Day 16 1598.47 <30 Days S-1-Q 10220.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52701.96 Day 16 428.09 Open S-2-Q 5708.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100971.21 Day 16 8256.28 <30 Days S-3-Q 1325.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33080.28 Day 16 3962.12 91-180 Days S-4-Q 3114.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108495.43 Day 16 11378.52 30-90 Days CB-3-Q 2149.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 704.79 Day 16 80.87 Open G-1-Q 70.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53993.38 Day 16 1306.31 Open G-2-Q 3941.06 Yes Liberty Wealth Management LLC Treasury