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 71627.34 Day 53 1205.61 <30 Days CB-1 2127.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24201.09 Day 53 3357.89 30-90 Days CB-2 3915.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105620.70 Day 53 9976.69 30-90 Days CB-3 16124.93 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65550.99 Day 53 372.48 Open E-1 5404.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8425.80 Day 53 1012.65 <30 Days E-2 1404.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51662.19 Day 53 7330.72 91-180 Days G-1 1238.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109949.90 Day 53 2553.09 <30 Days G-2 19029.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 47683.88 Day 53 667.13 Open G-3 5168.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12567.60 Day 53 810.93 <30 Days IG-1 783.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 43767.02 Day 53 6496.60 <30 Days IG-2 1705.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107498.17 Day 53 4147.89 Open S-1 5229.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54110.55 Day 53 8082.34 91-180 Days S-2 8816.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25639.18 Day 53 3002.39 30-90 Days S-3 3327.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93452.82 Day 53 11161.06 <30 Days S-4 4642.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18485.76 Day 53 1899.43 Open S-5 1580.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63076.40 Day 53 86.64 91-180 Days S-6 11066.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86577.54 Day 53 9781.64 30-90 Days S-7 13152.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76001.25 Day 54 9285.09 <30 Days A-0-Q 15104.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62066.46 Day 54 7696.32 Open A-1-Q 3152.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4688.88 Day 54 384.94 Open A-2-Q 163.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81650.39 Day 54 9699.44 <30 Days A-3-Q 2093.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13197.83 Day 54 1651.62 <30 Days A-4-Q 27.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59591.79 Day 54 8191.05 30-90 Days A-5-Q 5351.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33166.20 Day 54 1451.45 Open CB-1-Q 3599.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54856.62 Day 54 372.07 30-90 Days CB-2-Q 480.79 Yes Liberty Mortgage Services Corp. Finance