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 16129.96 83 - 90 Days 61.20 30-90 Days S-7-Q 931.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54959.47 83 - 90 Days 2099.45 Open E-1-Q 5767.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13039.81 83 - 90 Days 1513.67 30-90 Days E-2-Q 1737.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94940.93 83 - 90 Days 4829.63 30-90 Days IG-1-Q 7002.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91524.48 83 - 90 Days 12807.15 91-180 Days IG-2-Q 11855.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55730.39 83 - 90 Days 1337.68 91-180 Days C-1 7990.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46882.50 83 - 90 Days 6430.95 30-90 Days CB-4 7506.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 8448.66 83 - 90 Days 261.45 30-90 Days E-10 1213.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80205.62 83 - 90 Days 9580.76 91-180 Days E-3 11207.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26259.81 83 - 90 Days 2555.65 91-180 Days E-4 2222.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79748.45 83 - 90 Days 9079.47 <30 Days E-5 15380.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112685.59 83 - 90 Days 3441.43 30-90 Days E-6 10411.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32113.50 83 - 90 Days 267.19 30-90 Days E-7 1288.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63466.51 83 - 90 Days 6394.40 <30 Days E-8 9977.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82520.06 83 - 90 Days 5989.62 Open E-9 8429.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21134.05 83 - 90 Days 1103.59 91-180 Days G-4 1191.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64212.74 83 - 90 Days 2916.63 30-90 Days IG-3 1903.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16660.95 83 - 90 Days 2108.26 Open IG-4 1077.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103209.01 83 - 90 Days 14539.36 <30 Days IG-5 15391.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55231.21 83 - 90 Days 3938.40 Open IG-6 3521.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80206.11 83 - 90 Days 7026.17 <30 Days IG-7 12217.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30228.40 83 - 90 Days 3073.40 Open IG-8 5804.64 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94528.16 83 - 90 Days 6115.54 <30 Days L-1 13724.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16673.47 83 - 90 Days 2204.51 30-90 Days L-10 2259.25 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 27055.29 83 - 90 Days 3978.26 91-180 Days L-11 3132.03 No Risk Management