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 81164.91 Perpetual 11043.02 <30 Days Y-2 15048.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79888.14 Perpetual 1557.05 <30 Days Y-3 2627.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 87218.11 Perpetual 7238.16 Open Y-4 10092.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44721.63 Perpetual 2168.83 <30 Days Z-1 376.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60421.66 Perpetual 2093.89 <30 Days A-2 8325.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85525.09 Perpetual 6183.23 Open A-3 16076.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56866.48 Perpetual 841.63 <30 Days A-4 2673.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1006.33 Perpetual 99.99 Open A-5 180.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42612.44 Perpetual 3916.72 <30 Days CB-1 7076.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65532.98 Perpetual 1552.35 91-180 Days CB-2 11169.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27313.01 Perpetual 3128.98 Open CB-3 5376.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107815.82 Perpetual 12017.99 <30 Days E-1 623.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71397.09 Perpetual 6451.72 30-90 Days E-2 1366.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16376.96 Perpetual 539.58 <30 Days G-1 1988.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100053.88 Perpetual 13370.23 <30 Days G-2 11395.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104287.21 Perpetual 14998.96 Open G-3 16880.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85781.62 Perpetual 4864.98 91-180 Days IG-1 4833.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94859.56 Perpetual 1227.11 91-180 Days IG-2 18084.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 66471.55 Perpetual 4736.76 91-180 Days S-1 5327.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27987.08 Perpetual 379.10 Open S-2 3358.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95367.16 Perpetual 13283.26 91-180 Days S-3 1173.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4908.00 Perpetual 240.20 <30 Days S-4 367.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109415.86 Perpetual 2422.84 91-180 Days S-5 20577.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18386.90 Perpetual 2674.58 Open S-6 248.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 66520.77 Perpetual 4504.71 Open S-7 5636.48 Yes Liberty International Finance Ltd. Operations