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 99380.75 Day 34 11708.14 30-90 Days S-7 15830.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38287.55 Day 35 3957.09 30-90 Days A-0-Q 945.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6441.81 Day 35 22.73 <30 Days A-1-Q 745.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100475.84 Day 35 5914.12 30-90 Days A-2-Q 18911.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94839.02 Day 35 7859.48 <30 Days A-3-Q 8734.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4046.53 Day 35 309.48 <30 Days A-4-Q 239.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78809.03 Day 35 4839.18 91-180 Days A-5-Q 6416.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54362.01 Day 35 7066.42 <30 Days CB-1-Q 201.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92986.63 Day 35 11207.15 30-90 Days CB-2-Q 12040.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55907.52 Day 35 7630.12 30-90 Days S-1-Q 103.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44017.07 Day 35 6217.23 91-180 Days S-2-Q 5638.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2332.63 Day 35 342.35 30-90 Days S-3-Q 109.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 101674.30 Day 35 7858.15 Open S-4-Q 18805.47 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62348.90 Day 35 4867.20 91-180 Days CB-3-Q 11455.01 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85254.21 Day 35 8457.77 <30 Days G-1-Q 14369.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54686.97 Day 35 2105.11 30-90 Days G-2-Q 5512.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 47167.81 Day 35 1114.69 Open G-3-Q 7105.44 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70944.66 Day 35 7865.91 <30 Days S-5-Q 3795.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70013.07 Day 35 1833.16 30-90 Days S-6-Q 8517.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64002.09 Day 35 9008.48 Open S-7-Q 8954.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 49170.55 Day 35 1056.96 <30 Days E-1-Q 2625.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107669.51 Day 35 5737.85 91-180 Days E-2-Q 9805.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36810.95 Day 35 886.43 Open IG-1-Q 6315.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96845.10 Day 35 11032.49 30-90 Days IG-2-Q 4109.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17646.56 Day 35 2116.41 <30 Days C-1 550.78 Yes Liberty Capital Markets Inc. Legal