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 Bank No 12852.96 271 - 364 Days 1773.10 30-90 Days G-2-Q 1533.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67508.07 271 - 364 Days 9331.11 30-90 Days G-3-Q 934.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46672.40 271 - 364 Days 2238.02 <30 Days S-5-Q 526.67 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55120.26 271 - 364 Days 5280.11 <30 Days S-6-Q 8628.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94032.52 271 - 364 Days 7015.22 30-90 Days S-7-Q 12200.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6551.14 271 - 364 Days 61.98 30-90 Days E-1-Q 1256.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105181.90 271 - 364 Days 15739.45 Open E-2-Q 1034.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19633.08 271 - 364 Days 2762.45 Open IG-1-Q 1603.83 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110837.00 271 - 364 Days 10820.52 30-90 Days IG-2-Q 13919.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108452.81 271 - 364 Days 3016.33 91-180 Days C-1 9831.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81576.93 271 - 364 Days 11940.65 30-90 Days CB-4 14602.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7415.19 271 - 364 Days 383.65 Open E-10 75.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13284.46 271 - 364 Days 782.02 Open E-3 1605.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19858.92 271 - 364 Days 2976.03 30-90 Days E-4 1792.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84343.26 271 - 364 Days 11594.57 91-180 Days E-5 9826.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64034.58 271 - 364 Days 61.32 <30 Days E-6 8543.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101375.28 271 - 364 Days 9873.14 30-90 Days E-7 9214.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12260.07 271 - 364 Days 1686.15 Open E-8 1951.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32703.46 271 - 364 Days 3465.70 30-90 Days E-9 5241.62 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 36473.91 271 - 364 Days 2106.75 <30 Days G-4 1177.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67846.56 271 - 364 Days 7386.22 <30 Days IG-3 13531.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102226.07 271 - 364 Days 3522.64 30-90 Days IG-4 17829.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63547.61 271 - 364 Days 4763.24 91-180 Days IG-5 7447.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42137.69 271 - 364 Days 1899.05 91-180 Days IG-6 264.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3219.91 271 - 364 Days 364.70 30-90 Days IG-7 600.67 No Finance