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 99144.81 Day 24 8589.69 30-90 Days A-3-Q 15911.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90707.49 Day 24 3389.99 91-180 Days A-4-Q 8395.61 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 55821.93 Day 24 7622.72 91-180 Days A-5-Q 312.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4428.20 Day 24 508.70 Open CB-1-Q 588.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63728.54 Day 24 2818.60 91-180 Days CB-2-Q 9539.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49840.55 Day 24 2341.15 91-180 Days S-1-Q 1921.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96416.15 Day 24 1636.62 Open S-2-Q 442.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35021.61 Day 24 1044.23 Open S-3-Q 9.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3384.30 Day 24 117.07 Open S-4-Q 518.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 103522.21 Day 24 8725.75 Open CB-3-Q 16621.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99433.36 Day 24 2204.87 91-180 Days G-1-Q 15867.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52733.94 Day 24 4403.34 91-180 Days G-2-Q 9835.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110333.06 Day 24 16150.87 <30 Days G-3-Q 13002.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59857.16 Day 24 1150.81 91-180 Days S-5-Q 8315.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104224.44 Day 24 14612.76 91-180 Days S-6-Q 6248.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58544.62 Day 24 8293.18 91-180 Days S-7-Q 11288.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28569.05 Day 24 9.48 Open E-1-Q 3785.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54089.44 Day 24 3176.13 91-180 Days E-2-Q 1257.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52828.28 Day 24 4372.11 91-180 Days IG-1-Q 1423.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94303.40 Day 24 5904.17 <30 Days IG-2-Q 10794.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98305.17 Day 24 10776.34 91-180 Days C-1 1401.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46466.03 Day 24 1066.99 <30 Days CB-4 6793.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108721.82 Day 24 255.76 30-90 Days E-10 7791.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 51418.01 Day 24 2245.12 <30 Days E-3 9071.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96042.74 Day 24 2260.45 30-90 Days E-4 15297.83 No Legal