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 70192.97 68 - 74 Days 6417.06 30-90 Days A-5 3992.17 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97320.97 68 - 74 Days 9866.69 30-90 Days CB-1 2559.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38762.39 68 - 74 Days 4184.48 91-180 Days CB-2 2247.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42665.71 68 - 74 Days 2560.78 Open CB-3 8438.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51179.18 68 - 74 Days 3132.34 91-180 Days E-1 2224.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83495.15 68 - 74 Days 7843.62 <30 Days E-2 9862.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69755.27 68 - 74 Days 1460.70 <30 Days G-1 4585.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38572.01 68 - 74 Days 2613.12 Open G-2 6945.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62335.43 68 - 74 Days 6718.10 <30 Days G-3 3095.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79135.97 68 - 74 Days 6617.61 30-90 Days IG-1 8909.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74026.48 68 - 74 Days 3016.31 91-180 Days IG-2 506.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88340.30 68 - 74 Days 8703.72 Open S-1 4943.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33469.30 68 - 74 Days 4728.03 <30 Days S-2 75.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112065.37 68 - 74 Days 13085.37 30-90 Days S-3 11486.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58351.33 68 - 74 Days 8277.09 91-180 Days S-4 2862.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25079.30 68 - 74 Days 1741.76 <30 Days S-5 1402.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85103.58 68 - 74 Days 7550.04 30-90 Days S-6 548.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13265.87 68 - 74 Days 259.70 Open S-7 589.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104085.78 75 - 82 Days 15052.25 Open A-0-Q 19209.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46050.08 75 - 82 Days 6227.38 <30 Days A-1-Q 5638.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37622.05 75 - 82 Days 2931.08 91-180 Days A-2-Q 5214.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111835.08 75 - 82 Days 5539.47 <30 Days A-3-Q 11242.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 31819.46 75 - 82 Days 418.87 Open A-4-Q 5770.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26491.82 75 - 82 Days 281.25 91-180 Days A-5-Q 4337.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78696.22 75 - 82 Days 2462.20 91-180 Days CB-1-Q 12632.97 No Risk Management