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 5185.14 75 - 82 Days 38.73 Open CB-2-Q 640.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3475.15 75 - 82 Days 166.31 Open S-1-Q 513.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8067.30 75 - 82 Days 386.33 91-180 Days S-2-Q 758.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98635.30 75 - 82 Days 12086.78 91-180 Days S-3-Q 7902.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28348.45 75 - 82 Days 1450.53 <30 Days S-4-Q 4524.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53773.34 75 - 82 Days 361.28 <30 Days CB-3-Q 4156.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19649.40 75 - 82 Days 1134.74 Open G-1-Q 2351.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65396.73 75 - 82 Days 4255.57 <30 Days G-2-Q 2194.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54599.26 75 - 82 Days 2302.86 30-90 Days G-3-Q 6572.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43721.33 75 - 82 Days 4430.21 Open S-5-Q 3927.10 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 10041.77 75 - 82 Days 565.16 <30 Days S-6-Q 713.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6387.16 75 - 82 Days 285.23 30-90 Days S-7-Q 1142.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61279.81 75 - 82 Days 8951.95 Open E-1-Q 6686.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94850.93 75 - 82 Days 6253.51 30-90 Days E-2-Q 1188.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97984.11 75 - 82 Days 5749.60 Open IG-1-Q 4043.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35028.28 75 - 82 Days 4474.30 <30 Days IG-2-Q 599.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56047.90 75 - 82 Days 3701.94 91-180 Days C-1 10983.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55789.49 75 - 82 Days 5226.75 <30 Days CB-4 2082.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19151.85 75 - 82 Days 1708.20 30-90 Days E-10 2325.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80749.40 75 - 82 Days 5796.25 Open E-3 4279.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100959.01 75 - 82 Days 7151.73 30-90 Days E-4 2939.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87363.79 75 - 82 Days 4106.30 <30 Days E-5 10732.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54104.42 75 - 82 Days 367.34 30-90 Days E-6 9216.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 103363.01 75 - 82 Days 10187.65 <30 Days E-7 9988.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73255.08 75 - 82 Days 1448.78 30-90 Days E-8 4382.61 No Finance