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 74770.29 Day 17 7759.18 30-90 Days A-1-Q 4014.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26732.05 Day 17 2943.14 30-90 Days A-2-Q 1773.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39299.23 Day 17 5208.73 91-180 Days A-3-Q 7719.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62090.91 Day 17 8411.75 30-90 Days A-4-Q 11739.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45847.43 Day 17 333.04 91-180 Days A-5-Q 4039.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 75981.49 Day 17 763.51 Open CB-1-Q 1192.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23527.63 Day 17 2073.70 Open CB-2-Q 3469.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56713.24 Day 17 3972.01 30-90 Days S-1-Q 10683.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 37377.91 Day 17 3321.74 30-90 Days S-2-Q 2002.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41531.17 Day 17 4587.53 30-90 Days S-3-Q 1208.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44312.00 Day 17 3210.49 30-90 Days S-4-Q 825.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23415.69 Day 17 342.87 91-180 Days CB-3-Q 4130.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95691.34 Day 17 8849.98 91-180 Days G-1-Q 10633.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102833.47 Day 17 12144.77 91-180 Days G-2-Q 17857.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97961.76 Day 17 9618.92 30-90 Days G-3-Q 11042.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55762.99 Day 17 6432.24 30-90 Days S-5-Q 9841.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87665.26 Day 17 3159.03 <30 Days S-6-Q 10523.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73000.62 Day 17 10167.54 <30 Days S-7-Q 13451.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34314.12 Day 17 3937.20 30-90 Days E-1-Q 6377.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41820.10 Day 17 6208.77 30-90 Days E-2-Q 1133.22 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 55039.37 Day 17 1353.06 <30 Days IG-1-Q 9033.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 29134.14 Day 17 27.29 <30 Days IG-2-Q 5304.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11462.73 Day 17 234.97 <30 Days C-1 448.31 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51723.12 Day 17 6348.64 Open CB-4 5080.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42968.51 Day 17 1740.35 30-90 Days E-10 2656.45 Yes Liberty Mortgage Services Corp. Risk Management