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 80435.18 Day 51 11929.61 30-90 Days E-1 2480.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28699.27 Day 51 2504.00 Open E-2 4106.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43501.46 Day 51 426.19 <30 Days G-1 7972.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 85877.39 Day 51 8509.48 <30 Days G-2 6812.14 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5452.73 Day 51 413.38 91-180 Days G-3 698.74 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105318.20 Day 51 15126.89 Open IG-1 6493.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56720.18 Day 51 8123.65 <30 Days IG-2 5125.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41301.53 Day 51 1494.83 30-90 Days S-1 592.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 15723.87 Day 51 1406.71 30-90 Days S-2 1925.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100977.87 Day 51 7874.74 <30 Days S-3 15188.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11395.45 Day 51 955.19 <30 Days S-4 153.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30418.70 Day 51 4186.73 Open S-5 3330.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71874.28 Day 51 6665.24 91-180 Days S-6 4885.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80853.13 Day 51 10606.49 30-90 Days S-7 130.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80618.95 Day 52 12037.23 30-90 Days A-0-Q 9104.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55711.67 Day 52 4246.71 Open A-1-Q 7024.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 93491.92 Day 52 12502.55 Open A-2-Q 17096.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85516.19 Day 52 2935.81 91-180 Days A-3-Q 4317.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90776.34 Day 52 5132.15 Open A-4-Q 915.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14323.60 Day 52 970.10 91-180 Days A-5-Q 580.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79232.28 Day 52 3557.89 Open CB-1-Q 3548.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38646.03 Day 52 1935.14 91-180 Days CB-2-Q 3581.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4762.01 Day 52 434.36 91-180 Days S-1-Q 891.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22751.50 Day 52 1759.17 <30 Days S-2-Q 3067.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8406.70 Day 52 51.30 Open S-3-Q 844.12 Yes Liberty International Finance Ltd. Operations