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 29470.80 Day 47 4242.56 30-90 Days CB-1-Q 3811.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3783.26 Day 47 135.83 <30 Days CB-2-Q 267.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31961.58 Day 47 845.21 91-180 Days S-1-Q 1656.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77122.80 Day 47 10484.77 91-180 Days S-2-Q 7641.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57632.89 Day 47 8232.94 Open S-3-Q 3506.41 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65386.13 Day 47 1430.22 Open S-4-Q 58.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61202.01 Day 47 2686.07 30-90 Days CB-3-Q 6995.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 93621.51 Day 47 6155.15 30-90 Days G-1-Q 14676.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35235.00 Day 47 710.91 30-90 Days G-2-Q 295.97 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104755.87 Day 47 14435.06 30-90 Days G-3-Q 7662.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44312.37 Day 47 1165.41 30-90 Days S-5-Q 1684.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40160.71 Day 47 4280.18 91-180 Days S-6-Q 7030.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93965.48 Day 47 11699.92 30-90 Days S-7-Q 4319.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108193.18 Day 47 10294.64 30-90 Days E-1-Q 16119.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1913.90 Day 47 163.72 <30 Days E-2-Q 209.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67466.34 Day 47 8593.54 91-180 Days IG-1-Q 768.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41159.67 Day 47 2540.97 91-180 Days IG-2-Q 2665.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32366.78 Day 47 3360.89 <30 Days C-1 2973.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100136.35 Day 47 10568.46 91-180 Days CB-4 561.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65524.07 Day 47 5456.38 91-180 Days E-10 1106.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112694.30 Day 47 14435.35 91-180 Days E-3 11701.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9777.94 Day 47 148.61 91-180 Days E-4 1023.75 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110458.84 Day 47 1573.01 <30 Days E-5 3113.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38773.75 Day 47 2873.57 <30 Days E-6 6620.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3885.84 Day 47 179.02 30-90 Days E-7 312.95 Yes Liberty International Finance Ltd. Treasury