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 56247.81 Day 18 6584.47 91-180 Days CB-3-Q 8259.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48618.79 Day 18 5363.47 Open G-1-Q 3681.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79309.39 Day 18 4885.18 91-180 Days G-2-Q 2758.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76778.25 Day 18 6206.54 91-180 Days G-3-Q 739.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79467.78 Day 18 1812.82 Open S-5-Q 15251.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83156.85 Day 18 8435.12 30-90 Days S-6-Q 10704.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75868.95 Day 18 11211.92 <30 Days S-7-Q 4712.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 50662.30 Day 18 1558.74 91-180 Days E-1-Q 6321.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 75418.43 Day 18 4452.79 Open E-2-Q 14285.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21954.82 Day 18 1958.91 Open IG-1-Q 570.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26520.18 Day 18 1670.07 <30 Days IG-2-Q 4789.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28910.15 Day 18 4067.59 Open C-1 4662.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 16707.68 Day 18 6.52 Open CB-4 617.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91359.14 Day 18 2629.38 91-180 Days E-10 6017.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97046.24 Day 18 439.93 Open E-3 9244.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36644.76 Day 18 5426.56 91-180 Days E-4 4610.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12048.29 Day 18 304.15 Open E-5 1241.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84391.74 Day 18 3134.31 30-90 Days E-6 14780.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83025.56 Day 18 4135.57 Open E-7 13953.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64080.45 Day 18 4608.48 30-90 Days E-8 6656.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23140.22 Day 18 1883.93 91-180 Days E-9 128.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106982.19 Day 18 2435.48 <30 Days G-4 10998.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28374.03 Day 18 2474.39 Open IG-3 5506.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7673.07 Day 18 736.24 30-90 Days IG-4 775.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81067.98 Day 18 11311.37 <30 Days IG-5 10825.47 Yes Liberty Mortgage Services Corp. Risk Management