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 22749.75 Day 51 2249.97 30-90 Days A-0-Q 2038.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 113196.93 Day 51 14293.08 91-180 Days A-1-Q 17899.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89319.22 Day 51 13226.47 30-90 Days A-2-Q 12164.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46621.79 Day 51 3546.72 Open A-3-Q 8837.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32876.30 Day 51 553.54 Open A-4-Q 5416.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5359.83 Day 51 733.99 91-180 Days A-5-Q 121.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108573.97 Day 51 8715.93 30-90 Days CB-1-Q 6999.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77365.65 Day 51 2910.10 Open CB-2-Q 13066.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80308.17 Day 51 4217.99 Open S-1-Q 6662.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44561.40 Day 51 4634.11 <30 Days S-2-Q 6769.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69885.58 Day 51 9796.23 Open S-3-Q 11161.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95672.20 Day 51 6438.44 <30 Days S-4-Q 1146.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110988.33 Day 51 12908.08 91-180 Days CB-3-Q 16412.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 20033.16 Day 51 2157.58 Open G-1-Q 199.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98284.66 Day 51 12969.53 <30 Days G-2-Q 4527.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110904.24 Day 51 10938.83 30-90 Days G-3-Q 4995.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30553.76 Day 51 1314.81 <30 Days S-5-Q 4736.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 16006.11 Day 51 714.39 <30 Days S-6-Q 264.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30627.07 Day 51 1228.55 <30 Days S-7-Q 1661.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 970.79 Day 51 7.10 <30 Days E-1-Q 86.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38588.51 Day 51 4352.76 <30 Days E-2-Q 3506.72 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69686.24 Day 51 6411.04 30-90 Days IG-1-Q 13780.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54811.47 Day 51 781.34 Open IG-2-Q 4575.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78378.86 Day 51 981.98 Open C-1 9170.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94904.34 Day 51 988.62 <30 Days CB-4 13198.70 Yes Liberty Capital Markets Inc. Operations