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 87458.71 61 - 67 Days 276.05 91-180 Days P-1 4993.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4472.77 61 - 67 Days 550.20 Open P-2 873.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45095.77 61 - 67 Days 4491.28 91-180 Days S-8 7897.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2734.11 61 - 67 Days 141.44 <30 Days Y-1 154.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90370.53 61 - 67 Days 9230.81 Open Y-2 12323.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 75101.22 61 - 67 Days 2725.37 91-180 Days Y-3 3562.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51558.76 61 - 67 Days 6806.60 30-90 Days Y-4 5546.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8591.68 61 - 67 Days 553.35 30-90 Days Z-1 182.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36691.78 61 - 67 Days 4247.46 <30 Days A-2 601.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11117.89 61 - 67 Days 938.84 30-90 Days A-3 189.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105819.58 61 - 67 Days 7285.54 30-90 Days A-4 11456.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39149.92 61 - 67 Days 1372.75 Open A-5 3969.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70094.69 61 - 67 Days 5913.24 Open CB-1 8537.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84407.37 61 - 67 Days 5670.01 30-90 Days CB-2 3561.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106318.74 61 - 67 Days 11153.39 91-180 Days CB-3 9452.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19985.91 61 - 67 Days 2668.91 30-90 Days E-1 915.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96650.88 61 - 67 Days 154.01 30-90 Days E-2 505.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 15386.17 61 - 67 Days 1164.84 <30 Days G-1 2338.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102279.38 61 - 67 Days 9723.24 91-180 Days G-2 13644.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 47005.00 61 - 67 Days 2975.07 Open G-3 5310.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24472.12 61 - 67 Days 2422.77 30-90 Days IG-1 1900.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17305.48 61 - 67 Days 324.21 91-180 Days IG-2 2811.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109456.50 61 - 67 Days 11375.45 30-90 Days S-1 20280.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94891.52 61 - 67 Days 13317.87 30-90 Days S-2 2758.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7423.86 61 - 67 Days 981.50 <30 Days S-3 1398.15 Yes Liberty Wealth Management LLC Finance