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 83321.10 Perpetual 10168.63 30-90 Days G-2-Q 8306.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44115.34 Perpetual 6279.85 91-180 Days G-3-Q 4628.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88121.35 Perpetual 8849.65 <30 Days S-5-Q 17208.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60506.39 Perpetual 8030.67 30-90 Days S-6-Q 2509.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17241.38 Perpetual 1058.06 Open S-7-Q 192.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11423.05 Perpetual 1186.51 91-180 Days E-1-Q 543.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36976.56 Perpetual 1414.19 30-90 Days E-2-Q 234.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106816.52 Perpetual 8518.63 Open IG-1-Q 15855.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34409.86 Perpetual 4545.69 <30 Days IG-2-Q 5366.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83618.33 Perpetual 11014.06 30-90 Days C-1 7741.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 49273.97 Perpetual 7104.12 Open CB-4 8335.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105740.35 Perpetual 8922.03 30-90 Days E-10 101.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106975.51 Perpetual 3736.55 <30 Days E-3 8296.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70355.22 Perpetual 2037.85 91-180 Days E-4 2240.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65982.17 Perpetual 8842.72 91-180 Days E-5 7726.59 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 101648.89 Perpetual 5416.72 91-180 Days E-6 18928.68 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36990.91 Perpetual 4807.58 30-90 Days E-7 2468.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58632.28 Perpetual 8279.07 Open E-8 10262.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94795.99 Perpetual 8618.86 30-90 Days E-9 12045.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9795.57 Perpetual 388.07 <30 Days G-4 696.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70527.09 Perpetual 1412.65 Open IG-3 2399.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46863.08 Perpetual 5543.35 <30 Days IG-4 663.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52160.35 Perpetual 3918.06 30-90 Days IG-5 566.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26065.83 Perpetual 2588.22 30-90 Days IG-6 3691.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42355.48 Perpetual 702.08 Open IG-7 2973.10 No Legal