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 71213.48 151 - 179 Days 4868.71 <30 Days LC-1 262.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77299.64 151 - 179 Days 2293.09 <30 Days LC-2 1501.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52263.85 151 - 179 Days 3439.89 30-90 Days N-1 5357.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3348.64 151 - 179 Days 252.08 91-180 Days N-2 545.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72244.15 151 - 179 Days 9745.07 30-90 Days N-3 21.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74003.33 151 - 179 Days 3945.92 91-180 Days N-4 6906.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77265.09 151 - 179 Days 1560.92 Open N-5 6075.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9804.98 151 - 179 Days 81.70 91-180 Days N-6 691.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39986.40 151 - 179 Days 1571.73 30-90 Days N-7 3483.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 15013.39 151 - 179 Days 716.40 Open P-1 1613.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13430.40 151 - 179 Days 1841.17 Open P-2 247.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106165.72 151 - 179 Days 4609.17 <30 Days S-8 5007.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108268.79 151 - 179 Days 10471.82 91-180 Days Y-1 15148.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83995.73 151 - 179 Days 10927.86 91-180 Days Y-2 8310.93 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91185.49 151 - 179 Days 7950.82 30-90 Days Y-3 2485.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 27654.83 151 - 179 Days 3200.03 Open Y-4 3146.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57642.31 151 - 179 Days 7434.97 30-90 Days Z-1 824.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37269.97 151 - 179 Days 3371.79 Open A-2 1819.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108657.39 151 - 179 Days 9043.22 <30 Days A-3 351.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51999.41 151 - 179 Days 572.14 Open A-4 2911.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13738.34 151 - 179 Days 673.57 30-90 Days A-5 1423.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 60412.91 151 - 179 Days 3946.11 <30 Days CB-1 3422.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77790.79 151 - 179 Days 7593.33 91-180 Days CB-2 772.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65678.05 151 - 179 Days 210.88 91-180 Days CB-3 3562.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84742.28 151 - 179 Days 9609.37 <30 Days E-1 15400.24 Yes Liberty Capital Markets Inc. Risk Management