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 50806.38 61 - 67 Days 5975.04 91-180 Days S-4 3512.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3322.29 61 - 67 Days 286.21 91-180 Days S-5 3.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12729.95 61 - 67 Days 1387.03 <30 Days S-6 1245.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6091.21 61 - 67 Days 631.95 Open S-7 1152.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90114.43 68 - 74 Days 9121.29 <30 Days A-0-Q 9279.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50902.43 68 - 74 Days 6394.37 <30 Days A-1-Q 1208.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18064.46 68 - 74 Days 1609.30 Open A-2-Q 625.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6159.06 68 - 74 Days 829.57 Open A-3-Q 601.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89446.87 68 - 74 Days 244.80 <30 Days A-4-Q 887.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59846.79 68 - 74 Days 6139.79 <30 Days A-5-Q 3642.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52582.57 68 - 74 Days 7854.80 Open CB-1-Q 4099.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83566.07 68 - 74 Days 4405.06 30-90 Days CB-2-Q 4078.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6586.10 68 - 74 Days 910.71 91-180 Days S-1-Q 46.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16338.00 68 - 74 Days 1193.47 Open S-2-Q 2379.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29541.88 68 - 74 Days 3135.76 <30 Days S-3-Q 5194.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 93837.55 68 - 74 Days 855.26 <30 Days S-4-Q 14412.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11229.88 68 - 74 Days 390.01 <30 Days CB-3-Q 93.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 31636.01 68 - 74 Days 3179.55 Open G-1-Q 1042.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 101691.48 68 - 74 Days 4875.63 <30 Days G-2-Q 7543.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 101200.04 68 - 74 Days 9736.84 <30 Days G-3-Q 3686.88 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98645.23 68 - 74 Days 9051.18 <30 Days S-5-Q 5012.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 50917.93 68 - 74 Days 762.25 Open S-6-Q 3829.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5517.82 68 - 74 Days 679.25 30-90 Days S-7-Q 845.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93829.46 68 - 74 Days 4054.12 <30 Days E-1-Q 11242.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83929.73 68 - 74 Days 1218.04 91-180 Days E-2-Q 9519.48 Yes Liberty Mortgage Services Corp. Operations