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 35861.35 Day 48 2946.45 91-180 Days S-6-Q 1793.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103895.11 Day 48 6519.17 91-180 Days S-7-Q 16968.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110067.18 Day 48 952.77 <30 Days E-1-Q 8767.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40380.93 Day 48 1524.09 30-90 Days E-2-Q 3047.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45255.54 Day 48 1642.52 <30 Days IG-1-Q 8142.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104130.26 Day 48 9800.95 <30 Days IG-2-Q 16016.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13809.23 Day 48 661.97 Open C-1 759.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10946.97 Day 48 1476.44 Open CB-4 909.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73442.11 Day 48 5252.81 91-180 Days E-10 14621.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17058.45 Day 48 1081.93 <30 Days E-3 246.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81241.72 Day 48 2613.69 Open E-4 8149.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44901.82 Day 48 5324.83 <30 Days E-5 5811.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97054.63 Day 48 8893.59 30-90 Days E-6 2759.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112332.97 Day 48 66.78 <30 Days E-7 19536.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87393.13 Day 48 9462.40 91-180 Days E-8 2057.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6643.40 Day 48 473.07 Open E-9 83.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72427.43 Day 48 1269.12 <30 Days G-4 3826.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39901.44 Day 48 3985.73 91-180 Days IG-3 7082.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39045.61 Day 48 2368.87 <30 Days IG-4 2339.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31961.60 Day 48 1050.19 30-90 Days IG-5 2739.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56979.37 Day 48 2396.65 <30 Days IG-6 9006.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57961.80 Day 48 788.01 <30 Days IG-7 1482.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45948.14 Day 48 107.86 Open IG-8 8796.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5945.43 Day 48 129.41 <30 Days L-1 913.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108876.47 Day 48 15710.39 30-90 Days L-10 886.53 No Finance