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 73497.99 Day 23 5332.49 <30 Days Z-1 12769.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100950.49 Day 23 14562.75 91-180 Days A-2 3846.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112991.39 Day 23 4755.63 91-180 Days A-3 246.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5221.96 Day 23 712.76 <30 Days A-4 749.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106567.58 Day 23 501.93 Open A-5 18844.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36893.68 Day 23 193.62 <30 Days CB-1 1268.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100676.26 Day 23 5573.05 <30 Days CB-2 758.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62748.06 Day 23 577.32 30-90 Days CB-3 1445.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19031.30 Day 23 126.80 91-180 Days E-1 991.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13655.14 Day 23 764.08 91-180 Days E-2 2647.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6283.97 Day 23 738.46 Open G-1 986.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70562.96 Day 23 1391.87 Open G-2 6460.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72281.83 Day 23 621.11 30-90 Days G-3 10320.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10755.67 Day 23 1206.34 <30 Days IG-1 888.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 48514.01 Day 23 6959.99 <30 Days IG-2 2645.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99765.72 Day 23 14667.30 30-90 Days S-1 18981.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57473.78 Day 23 5883.39 91-180 Days S-2 3969.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28813.97 Day 23 1391.58 <30 Days S-3 3269.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70570.14 Day 23 8937.19 30-90 Days S-4 1346.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4472.13 Day 23 46.73 91-180 Days S-5 45.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75407.36 Day 23 6535.29 Open S-6 4607.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3809.63 Day 23 136.64 Open S-7 154.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33241.83 Day 24 2422.94 Open A-0-Q 2281.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21762.93 Day 24 493.09 <30 Days A-1-Q 4116.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18290.58 Day 24 1079.12 Open A-2-Q 594.49 No Operations