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 35385.93 Day 33 2068.91 91-180 Days A-2-Q 3802.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86385.12 Day 33 6458.72 30-90 Days A-3-Q 16403.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 33374.39 Day 33 4662.84 91-180 Days A-4-Q 5203.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28859.79 Day 33 2626.67 Open A-5-Q 4650.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82887.90 Day 33 9684.52 91-180 Days CB-1-Q 13158.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35122.13 Day 33 60.09 Open CB-2-Q 5699.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44851.54 Day 33 1393.29 <30 Days S-1-Q 2693.69 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 8391.36 Day 33 268.94 Open S-2-Q 357.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67290.62 Day 33 4374.41 91-180 Days S-3-Q 4652.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2015.03 Day 33 105.54 Open S-4-Q 377.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105602.37 Day 33 2248.48 30-90 Days CB-3-Q 20049.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53518.51 Day 33 1131.80 Open G-1-Q 1489.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76979.58 Day 33 828.88 91-180 Days G-2-Q 8410.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21864.97 Day 33 613.62 30-90 Days G-3-Q 1660.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90687.03 Day 33 9121.71 91-180 Days S-5-Q 10881.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83421.63 Day 33 11690.55 30-90 Days S-6-Q 4890.09 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92506.01 Day 33 12139.91 <30 Days S-7-Q 337.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96650.72 Day 33 8261.24 Open E-1-Q 16991.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63131.56 Day 33 6343.14 Open E-2-Q 3659.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88526.86 Day 33 4815.72 91-180 Days IG-1-Q 15179.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46641.41 Day 33 6035.47 30-90 Days IG-2-Q 3695.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2677.88 Day 33 126.12 Open C-1 430.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90284.86 Day 33 1007.46 30-90 Days CB-4 17375.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 60041.81 Day 33 2647.04 30-90 Days E-10 3398.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68227.20 Day 33 4207.30 Open E-3 12206.90 Yes Liberty Wealth Management LLC Legal