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 53576.69 Day 59 3568.73 91-180 Days Y-1 5182.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40916.19 Day 59 162.82 Open Y-2 5122.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110966.42 Day 59 11065.63 <30 Days Y-3 13105.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90916.17 Day 59 13363.93 91-180 Days Y-4 3056.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94421.88 Day 59 6028.80 91-180 Days Z-1 2823.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72493.78 Day 59 4998.20 30-90 Days A-2 2081.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82205.61 Day 59 3373.00 <30 Days A-3 12385.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110335.14 Day 59 5786.48 91-180 Days A-4 10650.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10746.95 Day 59 433.19 91-180 Days A-5 16.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25294.38 Day 59 2377.12 Open CB-1 2664.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90237.27 Day 59 4318.32 30-90 Days CB-2 18001.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64442.98 Day 59 4422.39 30-90 Days CB-3 11492.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90904.27 Day 59 2625.06 30-90 Days E-1 15612.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32853.64 Day 59 4116.56 <30 Days E-2 439.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 23302.36 Day 59 1038.58 Open G-1 3311.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57814.36 Day 59 6246.60 30-90 Days G-2 8608.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 113010.85 Day 59 16681.66 30-90 Days G-3 10411.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81544.20 Day 59 3882.09 91-180 Days IG-1 12890.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11529.62 Day 59 121.98 91-180 Days IG-2 1213.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 7203.57 Day 59 793.70 Open S-1 95.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67249.58 Day 59 7030.67 30-90 Days S-2 6105.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59947.28 Day 59 3467.23 91-180 Days S-3 11846.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61353.53 Day 59 4823.57 Open S-4 8866.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24342.02 Day 59 1614.55 30-90 Days S-5 1574.09 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78052.15 Day 59 6316.70 91-180 Days S-6 6615.61 Yes Liberty Capital Markets Inc. Finance