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 17927.38 180 - 270 Days 1331.24 30-90 Days S-8 3492.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62125.66 180 - 270 Days 6950.77 30-90 Days Y-1 5771.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48693.76 180 - 270 Days 2231.90 <30 Days Y-2 2836.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 87625.93 180 - 270 Days 3165.49 Open Y-3 7159.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57656.79 180 - 270 Days 5749.52 30-90 Days Y-4 479.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51841.56 180 - 270 Days 4535.08 30-90 Days Z-1 1120.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26760.70 180 - 270 Days 203.00 91-180 Days A-2 4283.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 101857.75 180 - 270 Days 4021.43 91-180 Days A-3 872.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21350.61 180 - 270 Days 1598.81 91-180 Days A-4 107.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80018.22 180 - 270 Days 4067.62 <30 Days A-5 13225.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90.08 180 - 270 Days 7.85 91-180 Days CB-1 6.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21744.15 180 - 270 Days 2782.71 Open CB-2 2156.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14828.96 180 - 270 Days 93.51 <30 Days CB-3 2119.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94107.75 180 - 270 Days 9250.49 Open E-1 12479.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 16421.57 180 - 270 Days 1187.03 <30 Days E-2 1214.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109330.64 180 - 270 Days 4824.35 91-180 Days G-1 2656.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39889.90 180 - 270 Days 3335.07 <30 Days G-2 6348.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67380.88 180 - 270 Days 1163.51 Open G-3 12043.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21932.09 180 - 270 Days 2746.78 91-180 Days IG-1 3315.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87705.08 180 - 270 Days 8737.13 91-180 Days IG-2 826.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44013.31 180 - 270 Days 3348.09 91-180 Days S-1 4971.20 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8161.74 180 - 270 Days 1179.43 <30 Days S-2 684.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84417.81 180 - 270 Days 1782.53 <30 Days S-3 2015.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95104.78 180 - 270 Days 8075.05 Open S-4 7567.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34229.60 180 - 270 Days 651.35 91-180 Days S-5 1138.40 No Risk Management