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 87647.86 Day 26 1002.27 30-90 Days A-0-Q 17249.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100140.23 Day 26 4272.38 <30 Days A-1-Q 558.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72615.09 Day 26 8008.36 91-180 Days A-2-Q 5388.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105594.99 Day 26 8025.66 91-180 Days A-3-Q 5612.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106.18 Day 26 11.08 Open A-4-Q 3.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32081.87 Day 26 4635.89 91-180 Days A-5-Q 401.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 86588.12 Day 26 8463.09 <30 Days CB-1-Q 12244.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42813.87 Day 26 6015.52 91-180 Days CB-2-Q 3223.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106117.33 Day 26 15715.97 <30 Days S-1-Q 6544.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91951.64 Day 26 9316.95 91-180 Days S-2-Q 13077.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64367.76 Day 26 5287.23 Open S-3-Q 7519.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33389.03 Day 26 2571.41 30-90 Days S-4-Q 3328.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32676.54 Day 26 4621.21 <30 Days CB-3-Q 54.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38810.34 Day 26 5044.15 <30 Days G-1-Q 2801.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96809.12 Day 26 13269.54 <30 Days G-2-Q 7082.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22641.61 Day 26 1729.46 <30 Days G-3-Q 1607.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66013.09 Day 26 8840.87 Open S-5-Q 12756.10 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21315.80 Day 26 1586.29 91-180 Days S-6-Q 3077.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63863.78 Day 26 1300.42 91-180 Days S-7-Q 10381.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40563.65 Day 26 1725.62 <30 Days E-1-Q 4434.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58307.50 Day 26 2405.42 30-90 Days E-2-Q 5455.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72952.24 Day 26 9565.72 Open IG-1-Q 6283.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44599.81 Day 26 3046.09 30-90 Days IG-2-Q 26.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42491.43 Day 26 1309.43 91-180 Days C-1 6467.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55445.23 Day 26 4187.43 30-90 Days CB-4 593.88 Yes Liberty Wealth Management LLC Treasury