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 Yes 71055.36 Day 28 4171.78 <30 Days CB-1 8887.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27876.81 Day 28 1993.51 30-90 Days CB-2 3267.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96460.21 Day 28 1040.02 <30 Days CB-3 14047.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26461.14 Day 28 614.74 91-180 Days E-1 3594.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66197.54 Day 28 9474.16 30-90 Days E-2 1893.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 103335.36 Day 28 2087.84 91-180 Days G-1 17101.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111314.33 Day 28 9797.81 91-180 Days G-2 2916.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98479.74 Day 28 8559.61 Open G-3 6164.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40846.85 Day 28 3760.61 <30 Days IG-1 1716.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71618.72 Day 28 10133.06 30-90 Days IG-2 3325.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88435.71 Day 28 11668.18 30-90 Days S-1 15577.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57000.20 Day 28 263.00 Open S-2 3499.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76124.89 Day 28 4512.92 <30 Days S-3 3869.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23467.24 Day 28 416.69 91-180 Days S-4 4319.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22508.64 Day 28 2004.65 Open S-5 22.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106618.65 Day 28 2744.68 91-180 Days S-6 3575.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93051.67 Day 28 13885.20 <30 Days S-7 3783.15 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61587.97 Day 29 3072.81 91-180 Days A-0-Q 12169.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46291.26 Day 29 5796.46 Open A-1-Q 1803.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100462.92 Day 29 7320.90 Open A-2-Q 7983.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72320.88 Day 29 1181.60 30-90 Days A-3-Q 7977.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85251.08 Day 29 316.41 Open A-4-Q 3927.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108993.77 Day 29 11384.56 <30 Days A-5-Q 8707.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95958.83 Day 29 5145.34 91-180 Days CB-1-Q 13468.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108463.66 Day 29 2535.93 Open CB-2-Q 5109.36 No Operations