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 58035.23 271 - 364 Days 1334.23 <30 Days L-7 10609.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 8288.83 271 - 364 Days 881.92 <30 Days L-8 36.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55646.34 271 - 364 Days 2748.43 91-180 Days L-9 3592.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 55876.57 271 - 364 Days 5045.66 Open LC-1 9644.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 37491.92 271 - 364 Days 2732.20 91-180 Days LC-2 4598.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79949.64 271 - 364 Days 1648.59 91-180 Days N-1 12182.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111030.83 271 - 364 Days 5507.32 <30 Days N-2 2252.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26451.76 271 - 364 Days 383.27 Open N-3 3328.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17747.89 271 - 364 Days 1875.12 <30 Days N-4 1756.20 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53863.31 271 - 364 Days 7530.07 91-180 Days N-5 5529.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87795.66 271 - 364 Days 1589.69 <30 Days N-6 15422.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97146.68 271 - 364 Days 4732.48 Open N-7 10579.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73742.15 271 - 364 Days 10518.01 Open P-1 13587.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 20001.83 271 - 364 Days 2561.57 30-90 Days P-2 648.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 101742.64 271 - 364 Days 13655.77 Open S-8 13462.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108143.50 271 - 364 Days 3225.51 Open Y-1 12197.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49374.63 271 - 364 Days 1690.18 30-90 Days Y-2 2079.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 29702.88 271 - 364 Days 3873.39 Open Y-3 3242.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105670.35 271 - 364 Days 9985.17 Open Y-4 11977.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33074.25 271 - 364 Days 1466.17 30-90 Days Z-1 516.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79649.19 271 - 364 Days 11660.94 91-180 Days A-2 4195.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2934.48 271 - 364 Days 107.49 <30 Days A-3 462.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77051.66 271 - 364 Days 3408.33 <30 Days A-4 14868.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42695.14 271 - 364 Days 1656.91 Open A-5 4771.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73149.77 271 - 364 Days 4335.59 <30 Days CB-1 13460.84 Yes Liberty Wealth Management LLC Risk Management