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 23865.84 >2 Yr <= 3 Yr 2478.07 30-90 Days E-2-Q 3945.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2453.56 >2 Yr <= 3 Yr 114.59 <30 Days IG-1-Q 369.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82772.99 >2 Yr <= 3 Yr 2276.35 30-90 Days IG-2-Q 10269.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 99070.75 >2 Yr <= 3 Yr 10210.49 <30 Days C-1 6856.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46449.46 >2 Yr <= 3 Yr 607.09 30-90 Days CB-4 7286.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4198.60 >2 Yr <= 3 Yr 594.19 30-90 Days E-10 377.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59841.86 >2 Yr <= 3 Yr 7637.33 Open E-3 10387.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54343.50 >2 Yr <= 3 Yr 3343.52 Open E-4 10481.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60542.48 >2 Yr <= 3 Yr 1813.32 Open E-5 2412.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74668.68 >2 Yr <= 3 Yr 2298.33 91-180 Days E-6 311.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104235.92 >2 Yr <= 3 Yr 15452.83 Open E-7 10055.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2390.36 >2 Yr <= 3 Yr 228.67 30-90 Days E-8 130.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52628.23 >2 Yr <= 3 Yr 3460.46 91-180 Days E-9 9825.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17082.20 >2 Yr <= 3 Yr 26.44 <30 Days G-4 808.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91507.79 >2 Yr <= 3 Yr 3810.61 Open IG-3 17106.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79656.19 >2 Yr <= 3 Yr 8913.21 91-180 Days IG-4 1120.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 47573.53 >2 Yr <= 3 Yr 17.39 <30 Days IG-5 1547.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63862.64 >2 Yr <= 3 Yr 3446.94 91-180 Days IG-6 7543.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65929.16 >2 Yr <= 3 Yr 2191.10 91-180 Days IG-7 11240.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 93504.01 >2 Yr <= 3 Yr 7371.24 91-180 Days IG-8 4567.22 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 396.02 >2 Yr <= 3 Yr 19.20 Open L-1 74.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95436.94 >2 Yr <= 3 Yr 7930.81 <30 Days L-10 4108.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31651.20 >2 Yr <= 3 Yr 2787.24 Open L-11 3176.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82344.95 >2 Yr <= 3 Yr 917.72 91-180 Days L-2 5672.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26343.50 >2 Yr <= 3 Yr 2159.37 30-90 Days L-3 4696.87 No Risk Management