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 57929.84 >5 Yr 4348.72 30-90 Days E-5 8648.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40798.74 >5 Yr 5618.46 30-90 Days E-6 7634.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17795.61 >5 Yr 1461.34 <30 Days E-7 808.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4585.07 >5 Yr 240.18 91-180 Days E-8 110.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110428.67 >5 Yr 10703.79 <30 Days E-9 2702.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59275.05 >5 Yr 764.59 30-90 Days G-4 4705.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107449.26 >5 Yr 2182.86 30-90 Days IG-3 3979.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80185.61 >5 Yr 11245.42 91-180 Days IG-4 12063.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6047.21 >5 Yr 780.43 91-180 Days IG-5 1046.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93143.71 >5 Yr 12708.86 <30 Days IG-6 10136.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62718.22 >5 Yr 6641.28 30-90 Days IG-7 1713.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18148.39 >5 Yr 952.74 <30 Days IG-8 621.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 50006.80 >5 Yr 2025.81 30-90 Days L-1 9443.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21857.05 >5 Yr 21.05 Open L-10 3288.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110886.99 >5 Yr 13779.35 Open L-11 11663.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 394.67 >5 Yr 39.96 91-180 Days L-2 62.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73049.25 >5 Yr 3801.65 <30 Days L-3 8988.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82790.30 >5 Yr 1054.16 91-180 Days L-4 5757.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 41840.52 >5 Yr 2169.18 30-90 Days L-5 2648.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100867.15 >5 Yr 5852.75 Open L-6 2340.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24407.28 >5 Yr 1867.28 91-180 Days L-7 846.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 41000.64 >5 Yr 2801.59 30-90 Days L-8 2571.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 93949.73 >5 Yr 6355.47 91-180 Days L-9 8729.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19258.87 >5 Yr 2814.28 30-90 Days LC-1 776.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107284.09 >5 Yr 2325.03 Open LC-2 9485.18 Yes Liberty Wealth Management LLC Finance