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 98086.07 Day 37 13522.80 91-180 Days A-5 2345.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95438.27 Day 37 11434.57 91-180 Days CB-1 17738.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64531.47 Day 37 5323.04 Open CB-2 9011.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52944.59 Day 37 6014.16 <30 Days CB-3 5712.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1521.08 Day 37 88.60 91-180 Days E-1 248.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 27042.71 Day 37 1097.80 Open E-2 3926.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 60125.52 Day 37 4740.34 Open G-1 10735.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7984.14 Day 37 629.54 91-180 Days G-2 1143.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54909.80 Day 37 4301.95 30-90 Days G-3 5816.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34501.02 Day 37 249.74 91-180 Days IG-1 4050.54 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17787.70 Day 37 2548.22 30-90 Days IG-2 3496.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48608.71 Day 37 4244.62 91-180 Days S-1 7805.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3039.22 Day 37 244.10 91-180 Days S-2 153.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80456.66 Day 37 11596.62 91-180 Days S-3 13624.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111834.10 Day 37 7376.41 <30 Days S-4 9997.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71674.95 Day 37 10412.75 91-180 Days S-5 2329.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54874.29 Day 37 3355.03 Open S-6 5170.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34973.23 Day 37 731.32 <30 Days S-7 4530.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61474.09 Day 38 829.99 91-180 Days A-0-Q 11272.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42201.90 Day 38 537.05 Open A-1-Q 3802.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74671.78 Day 38 5306.73 <30 Days A-2-Q 9460.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1436.02 Day 38 45.70 <30 Days A-3-Q 99.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57476.78 Day 38 5055.63 91-180 Days A-4-Q 10868.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88784.65 Day 38 4194.72 Open A-5-Q 14414.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 43322.40 Day 38 3864.65 Open CB-1-Q 3468.19 Yes Liberty International Finance Ltd. Finance