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 105121.21 Day 9 4362.64 Open S-7 702.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94658.73 Day 10 13467.16 <30 Days A-0-Q 521.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12873.88 Day 10 564.86 91-180 Days A-1-Q 887.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50713.82 Day 10 368.98 Open A-2-Q 5164.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54713.57 Day 10 5984.36 Open A-3-Q 2407.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89407.16 Day 10 6835.15 91-180 Days A-4-Q 6725.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74074.45 Day 10 3346.90 30-90 Days A-5-Q 1035.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61820.13 Day 10 1592.25 <30 Days CB-1-Q 7518.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58457.88 Day 10 6536.12 Open CB-2-Q 1248.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18680.02 Day 10 532.90 91-180 Days S-1-Q 3232.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61230.47 Day 10 7449.29 91-180 Days S-2-Q 5409.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61056.57 Day 10 5963.01 30-90 Days S-3-Q 1181.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54975.44 Day 10 3312.04 30-90 Days S-4-Q 4954.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68603.73 Day 10 2204.52 30-90 Days CB-3-Q 6019.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40798.46 Day 10 5823.01 Open G-1-Q 5970.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100261.42 Day 10 2830.53 30-90 Days G-2-Q 10226.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 20047.22 Day 10 1330.13 91-180 Days G-3-Q 1799.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 47535.14 Day 10 808.72 91-180 Days S-5-Q 518.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62201.36 Day 10 4860.14 <30 Days S-6-Q 6592.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61748.19 Day 10 854.10 Open S-7-Q 6529.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17804.91 Day 10 1641.16 <30 Days E-1-Q 2675.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108026.20 Day 10 6338.69 Open E-2-Q 2809.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49440.79 Day 10 804.94 Open IG-1-Q 4198.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81015.13 Day 10 7793.28 91-180 Days IG-2-Q 11549.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100613.61 Day 10 12188.82 <30 Days C-1 15251.28 No Finance