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 15957.58 Day 27 950.45 91-180 Days S-5 3073.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107226.70 Day 27 10706.19 Open S-6 2114.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11235.72 Day 27 1036.50 Open S-7 31.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108640.49 Day 28 8640.93 <30 Days A-0-Q 4520.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65720.27 Day 28 8739.42 <30 Days A-1-Q 6538.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43831.17 Day 28 2207.18 91-180 Days A-2-Q 3459.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12952.34 Day 28 1920.54 Open A-3-Q 1829.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65935.99 Day 28 9711.32 30-90 Days A-4-Q 10501.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22838.55 Day 28 1353.95 Open A-5-Q 1235.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88588.99 Day 28 4099.10 Open CB-1-Q 467.33 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92822.87 Day 28 7319.10 Open CB-2-Q 13785.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38629.25 Day 28 672.77 30-90 Days S-1-Q 267.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13192.55 Day 28 1155.94 Open S-2-Q 1240.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112939.01 Day 28 3006.44 Open S-3-Q 9742.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4108.06 Day 28 215.27 Open S-4-Q 145.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42079.62 Day 28 5783.01 30-90 Days CB-3-Q 2623.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82423.50 Day 28 1197.71 91-180 Days G-1-Q 13453.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74837.58 Day 28 5382.79 <30 Days G-2-Q 13654.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22224.17 Day 28 481.88 91-180 Days G-3-Q 3902.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84307.19 Day 28 7314.57 91-180 Days S-5-Q 4531.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1238.23 Day 28 66.48 Open S-6-Q 88.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26911.03 Day 28 1617.57 30-90 Days S-7-Q 567.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76391.11 Day 28 641.91 30-90 Days E-1-Q 106.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89744.51 Day 28 11093.40 <30 Days E-2-Q 12001.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39825.92 Day 28 876.28 91-180 Days IG-1-Q 6131.95 No Legal