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 43636.80 Day 20 4860.44 <30 Days S-3 4468.48 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28029.79 Day 20 415.74 <30 Days S-4 5213.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68595.68 Day 20 6442.51 <30 Days S-5 13312.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37609.73 Day 20 476.63 30-90 Days S-6 4295.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92144.08 Day 20 5349.75 30-90 Days S-7 6712.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30291.69 Day 21 2813.96 30-90 Days A-0-Q 2234.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44608.90 Day 21 863.74 Open A-1-Q 4669.50 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 101163.77 Day 21 1161.10 <30 Days A-2-Q 2204.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112882.32 Day 21 6259.53 30-90 Days A-3-Q 7379.93 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76384.08 Day 21 10486.19 30-90 Days A-4-Q 13993.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52821.40 Day 21 2593.69 91-180 Days A-5-Q 7676.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50496.55 Day 21 5853.40 Open CB-1-Q 6026.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92114.55 Day 21 199.36 30-90 Days CB-2-Q 16924.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98507.43 Day 21 8778.74 <30 Days S-1-Q 13953.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28206.63 Day 21 2246.69 30-90 Days S-2-Q 3919.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50599.25 Day 21 4841.37 Open S-3-Q 7457.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77724.99 Day 21 5236.63 91-180 Days S-4-Q 3059.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86046.17 Day 21 8833.17 Open CB-3-Q 13523.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78376.59 Day 21 4051.77 <30 Days G-1-Q 8016.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29926.90 Day 21 463.05 <30 Days G-2-Q 5229.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 29577.11 Day 21 2596.18 <30 Days G-3-Q 3565.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4382.93 Day 21 184.80 91-180 Days S-5-Q 525.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51348.76 Day 21 7195.33 <30 Days S-6-Q 7748.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57678.53 Day 21 2694.25 91-180 Days S-7-Q 5871.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75880.24 Day 21 3739.58 Open E-1-Q 8799.86 No Risk Management