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 112836.09 Day 49 16058.20 30-90 Days N-1 10833.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69293.88 Day 49 4342.12 <30 Days N-2 4121.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77322.99 Day 49 4482.41 91-180 Days N-3 8486.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45126.34 Day 49 5899.17 <30 Days N-4 3350.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61157.72 Day 49 7114.35 91-180 Days N-5 2915.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 47650.95 Day 49 6052.81 30-90 Days N-6 9234.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59663.76 Day 49 5113.80 <30 Days N-7 11051.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3647.92 Day 49 195.60 30-90 Days P-1 646.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81890.91 Day 49 3457.94 91-180 Days P-2 3415.52 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88179.54 Day 49 8306.90 <30 Days S-8 8815.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102170.32 Day 49 12461.80 Open Y-1 13260.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83787.20 Day 49 8599.41 91-180 Days Y-2 8976.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4073.60 Day 49 228.57 Open Y-3 605.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1221.89 Day 49 114.88 30-90 Days Y-4 207.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 23605.62 Day 49 1222.03 91-180 Days Z-1 1977.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6853.23 Day 49 26.78 <30 Days A-2 581.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95415.81 Day 49 7005.91 Open A-3 1289.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111726.89 Day 49 2165.98 30-90 Days A-4 6623.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98671.48 Day 49 2147.25 Open A-5 4034.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26092.60 Day 49 1864.63 Open CB-1 2087.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57141.02 Day 49 4323.63 30-90 Days CB-2 4892.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17211.62 Day 49 1945.44 30-90 Days CB-3 2738.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78111.95 Day 49 2551.44 Open E-1 6925.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17806.44 Day 49 2627.08 91-180 Days E-2 1359.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112711.19 Day 49 11627.81 30-90 Days G-1 20354.80 Yes Liberty Wealth Management LLC Risk Management