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 76388.51 Day 54 3816.72 91-180 Days N-6 9905.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62230.30 Day 54 4064.91 30-90 Days N-7 9335.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108646.27 Day 54 1269.64 91-180 Days P-1 17331.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110272.49 Day 54 10295.82 Open P-2 14490.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11611.42 Day 54 415.24 30-90 Days S-8 2029.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12494.61 Day 54 1202.27 Open Y-1 202.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5821.53 Day 54 501.13 <30 Days Y-2 524.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 66751.00 Day 54 690.76 Open Y-3 9044.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92041.13 Day 54 4614.42 91-180 Days Y-4 8630.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7893.04 Day 54 123.56 <30 Days Z-1 814.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80415.49 Day 54 1819.04 91-180 Days A-2 14920.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 27395.30 Day 54 1821.91 91-180 Days A-3 4538.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34857.50 Day 54 2828.05 30-90 Days A-4 5214.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6851.08 Day 54 330.28 Open A-5 997.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97.55 Day 54 10.08 <30 Days CB-1 2.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81786.54 Day 54 4661.02 30-90 Days CB-2 13126.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90757.20 Day 54 10592.68 30-90 Days CB-3 7867.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41893.14 Day 54 1950.87 91-180 Days E-1 7470.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70840.36 Day 54 10478.14 30-90 Days E-2 7371.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92315.21 Day 54 13520.74 30-90 Days G-1 982.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74162.32 Day 54 4561.82 <30 Days G-2 7266.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30870.89 Day 54 3264.17 Open G-3 4290.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9002.04 Day 54 498.52 30-90 Days IG-1 306.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18372.17 Day 54 1903.70 Open IG-2 2440.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75900.44 Day 54 305.33 Open S-1 11611.88 No Finance