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 60620.10 75 - 82 Days 3366.68 30-90 Days N-5 11660.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 20139.14 75 - 82 Days 481.06 Open N-6 1673.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81617.57 75 - 82 Days 5331.87 Open N-7 1333.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62782.38 75 - 82 Days 7674.86 Open P-1 12519.61 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52744.20 75 - 82 Days 4280.81 Open P-2 7546.83 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27583.91 75 - 82 Days 781.16 <30 Days S-8 3059.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73395.08 75 - 82 Days 9414.35 30-90 Days Y-1 4542.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69129.14 75 - 82 Days 4233.42 Open Y-2 9842.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104381.80 75 - 82 Days 11058.65 <30 Days Y-3 8720.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84439.86 75 - 82 Days 2025.46 <30 Days Y-4 13059.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39659.19 75 - 82 Days 3157.02 91-180 Days Z-1 6476.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62939.67 75 - 82 Days 2870.90 <30 Days A-2 10943.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18152.16 75 - 82 Days 1392.40 <30 Days A-3 3307.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87427.62 75 - 82 Days 6292.34 <30 Days A-4 4824.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4445.19 75 - 82 Days 51.82 91-180 Days A-5 71.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80878.07 75 - 82 Days 4511.10 30-90 Days CB-1 4975.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99037.43 75 - 82 Days 11257.64 <30 Days CB-2 3956.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39799.58 75 - 82 Days 3887.60 30-90 Days CB-3 2223.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74184.88 75 - 82 Days 2642.83 91-180 Days E-1 603.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64512.44 75 - 82 Days 1566.23 <30 Days E-2 9124.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21822.57 75 - 82 Days 891.60 30-90 Days G-1 4217.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 50498.86 75 - 82 Days 5471.86 Open G-2 9585.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25088.92 75 - 82 Days 367.86 91-180 Days G-3 506.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 87372.15 75 - 82 Days 5692.76 91-180 Days IG-1 16492.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71278.89 75 - 82 Days 2510.69 <30 Days IG-2 10660.17 Yes Liberty Mortgage Services Corp. Finance