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 45141.01 83 - 90 Days 2652.23 30-90 Days A-2 3817.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 8729.70 83 - 90 Days 79.32 <30 Days A-3 780.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9084.23 83 - 90 Days 755.72 30-90 Days A-4 230.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 47410.17 83 - 90 Days 5333.29 91-180 Days A-5 5650.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100697.55 83 - 90 Days 12427.58 91-180 Days CB-1 9395.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69140.90 83 - 90 Days 3694.79 Open CB-2 9966.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84665.10 83 - 90 Days 9138.90 91-180 Days CB-3 10907.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17566.36 83 - 90 Days 1027.61 91-180 Days E-1 2844.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33028.32 83 - 90 Days 4634.11 Open E-2 6357.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19944.87 83 - 90 Days 1946.89 30-90 Days G-1 1353.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110306.95 83 - 90 Days 6878.58 30-90 Days G-2 12904.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11694.24 83 - 90 Days 1367.53 <30 Days G-3 1199.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8429.08 83 - 90 Days 1089.87 Open IG-1 317.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54529.76 83 - 90 Days 7767.84 <30 Days IG-2 8581.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53944.57 83 - 90 Days 4401.91 91-180 Days S-1 8057.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57443.71 83 - 90 Days 4370.47 Open S-2 6567.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71929.66 83 - 90 Days 4498.95 30-90 Days S-3 1418.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78704.98 83 - 90 Days 11789.69 30-90 Days S-4 9747.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 963.45 83 - 90 Days 73.98 91-180 Days S-5 136.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59611.32 83 - 90 Days 4198.34 91-180 Days S-6 3367.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11407.59 83 - 90 Days 1035.31 <30 Days S-7 2051.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111725.19 91 - 120 Days 4677.23 Open A-0-Q 11830.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49234.73 91 - 120 Days 2889.21 30-90 Days A-1-Q 5559.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 15674.96 91 - 120 Days 735.26 <30 Days A-2-Q 2368.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22498.50 91 - 120 Days 2238.36 91-180 Days A-3-Q 3589.04 No Treasury