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 68989.39 Day 60 3367.00 91-180 Days CB-3 2001.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50929.09 Day 60 3078.94 91-180 Days E-1 9016.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 85199.92 Day 60 342.60 Open E-2 8984.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110136.86 Day 60 1565.26 <30 Days G-1 3293.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44124.51 Day 60 2801.58 Open G-2 3049.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16110.28 Day 60 1278.09 91-180 Days G-3 2791.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79249.14 Day 60 6144.29 Open IG-1 15651.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 99567.61 Day 60 4111.32 30-90 Days IG-2 19670.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25268.38 Day 60 3599.34 <30 Days S-1 4152.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24009.99 Day 60 2796.01 30-90 Days S-2 752.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52821.24 Day 60 2466.27 30-90 Days S-3 10163.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10615.64 Day 60 1221.02 <30 Days S-4 589.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36983.12 Day 60 1644.02 30-90 Days S-5 2844.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72154.58 Day 60 147.31 91-180 Days S-6 9246.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97112.75 Day 60 11389.37 91-180 Days S-7 746.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6715.88 61 - 67 Days 154.28 Open A-0-Q 1334.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87316.20 61 - 67 Days 7190.57 <30 Days A-1-Q 13326.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 49440.12 61 - 67 Days 1608.16 91-180 Days A-2-Q 3597.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72293.24 61 - 67 Days 5540.00 Open A-3-Q 10910.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76242.92 61 - 67 Days 11317.07 <30 Days A-4-Q 1630.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79365.27 61 - 67 Days 7632.98 <30 Days A-5-Q 10287.83 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32580.45 61 - 67 Days 3554.05 <30 Days CB-1-Q 2989.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77082.44 61 - 67 Days 4499.02 30-90 Days CB-2-Q 5889.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34017.40 61 - 67 Days 785.02 30-90 Days S-1-Q 5272.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67611.68 61 - 67 Days 6851.11 30-90 Days S-2-Q 9522.81 Yes Liberty International Finance Ltd. Legal