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 101490.97 >5 Yr 1995.18 30-90 Days G-2 2531.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98982.59 >5 Yr 10817.36 <30 Days G-3 8391.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42567.31 >5 Yr 1097.59 Open IG-1 5331.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9498.60 >5 Yr 293.42 30-90 Days IG-2 1075.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111820.31 >5 Yr 14763.63 <30 Days S-1 220.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102359.11 >5 Yr 4009.15 <30 Days S-2 1294.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3840.44 >5 Yr 397.01 Open S-3 570.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9218.18 >5 Yr 492.65 <30 Days S-4 1192.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100087.93 >5 Yr 8109.99 <30 Days S-5 6717.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58355.61 >5 Yr 3919.76 91-180 Days S-6 7027.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35837.88 >5 Yr 720.10 91-180 Days S-7 1865.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69341.43 Perpetual 3215.49 Open A-0-Q 13498.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79604.56 Perpetual 7064.06 Open A-1-Q 3444.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 48190.84 Perpetual 3397.90 <30 Days A-2-Q 3567.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98905.09 Perpetual 2299.78 30-90 Days A-3-Q 7618.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 86390.70 Perpetual 1727.58 Open A-4-Q 15790.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80880.22 Perpetual 9699.05 <30 Days A-5-Q 11512.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 66428.28 Perpetual 4609.26 91-180 Days CB-1-Q 4332.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43015.53 Perpetual 1453.03 <30 Days CB-2-Q 4929.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 113458.00 Perpetual 7500.52 <30 Days S-1-Q 2247.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82563.75 Perpetual 9823.79 Open S-2-Q 5019.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10365.34 Perpetual 30.43 30-90 Days S-3-Q 228.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23773.47 Perpetual 1994.05 30-90 Days S-4-Q 1717.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28298.15 Perpetual 3201.82 91-180 Days CB-3-Q 1778.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32145.84 Perpetual 3347.03 Open G-1-Q 1528.36 Yes Liberty International Finance Ltd. Legal