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 31877.66 Day 33 3348.71 91-180 Days G-1 4566.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41653.70 Day 33 6231.31 91-180 Days G-2 1204.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109891.49 Day 33 813.99 Open G-3 4218.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64294.33 Day 33 5589.86 <30 Days IG-1 12512.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95872.10 Day 33 9482.46 30-90 Days IG-2 11072.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96897.39 Day 33 10050.51 91-180 Days S-1 7052.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 43745.46 Day 33 678.80 Open S-2 8154.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44566.69 Day 33 5975.24 91-180 Days S-3 5515.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32064.69 Day 33 677.57 Open S-4 5819.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54578.56 Day 33 2692.46 30-90 Days S-5 8013.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69258.37 Day 33 6687.43 <30 Days S-6 2823.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2380.56 Day 33 281.00 Open S-7 317.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73979.19 Day 34 9479.03 30-90 Days A-0-Q 13250.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1504.63 Day 34 137.15 91-180 Days A-1-Q 291.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14321.28 Day 34 540.94 91-180 Days A-2-Q 2225.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83633.25 Day 34 10942.14 Open A-3-Q 2472.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112304.03 Day 34 7866.46 <30 Days A-4-Q 18860.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41944.50 Day 34 2856.11 Open A-5-Q 7081.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61570.06 Day 34 8006.68 30-90 Days CB-1-Q 2373.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109722.17 Day 34 13268.53 91-180 Days CB-2-Q 7670.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96914.44 Day 34 7641.51 30-90 Days S-1-Q 17752.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82638.55 Day 34 9333.26 30-90 Days S-2-Q 13299.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89632.47 Day 34 5800.72 Open S-3-Q 9503.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81983.48 Day 34 8926.59 91-180 Days S-4-Q 5565.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 37132.18 Day 34 3740.83 91-180 Days CB-3-Q 1751.81 Yes Liberty International Finance Ltd. Risk Management