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 67914.07 91 - 120 Days 4800.33 Open G-3 5476.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111896.74 91 - 120 Days 2188.44 <30 Days IG-1 5379.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92461.68 91 - 120 Days 12930.44 30-90 Days IG-2 4167.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22083.07 91 - 120 Days 1912.62 Open S-1 3261.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52734.10 91 - 120 Days 3705.08 91-180 Days S-2 2959.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45973.82 91 - 120 Days 944.37 Open S-3 1317.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103587.69 91 - 120 Days 7694.85 30-90 Days S-4 19710.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3631.16 91 - 120 Days 433.23 91-180 Days S-5 274.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 43976.02 91 - 120 Days 1154.58 Open S-6 7868.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82168.88 91 - 120 Days 3197.68 <30 Days S-7 11549.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22923.81 121 - 150 Days 3117.40 30-90 Days A-0-Q 1734.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81145.80 121 - 150 Days 8995.21 <30 Days A-1-Q 5156.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80927.45 121 - 150 Days 11891.64 Open A-2-Q 13603.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64519.36 121 - 150 Days 8878.03 Open A-3-Q 3000.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74024.02 121 - 150 Days 1255.74 30-90 Days A-4-Q 10834.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14614.06 121 - 150 Days 1059.91 <30 Days A-5-Q 577.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1051.38 121 - 150 Days 95.57 Open CB-1-Q 47.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56698.53 121 - 150 Days 8287.04 <30 Days CB-2-Q 5790.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44497.11 121 - 150 Days 5349.76 Open S-1-Q 3752.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74891.30 121 - 150 Days 6656.07 <30 Days S-2-Q 13809.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52231.88 121 - 150 Days 7239.62 Open S-3-Q 10254.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14519.54 121 - 150 Days 19.87 <30 Days S-4-Q 2729.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 41764.35 121 - 150 Days 1541.93 30-90 Days CB-3-Q 3245.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96968.55 121 - 150 Days 9618.62 30-90 Days G-1-Q 14556.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74213.41 121 - 150 Days 920.20 91-180 Days G-2-Q 11262.67 Yes Liberty Mortgage Services Corp. Risk Management