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 23226.55 Day 17 3184.49 <30 Days E-3 3848.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50137.95 Day 17 5691.69 91-180 Days E-4 3183.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62656.36 Day 17 198.98 Open E-5 7336.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95082.69 Day 17 2539.52 91-180 Days E-6 5609.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89070.78 Day 17 8437.67 30-90 Days E-7 515.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59412.29 Day 17 8809.46 Open E-8 112.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43444.05 Day 17 3737.68 Open E-9 4878.70 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82717.74 Day 17 2438.57 91-180 Days G-4 5668.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7478.04 Day 17 948.17 Open IG-3 1327.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 11433.78 Day 17 311.48 91-180 Days IG-4 1176.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35294.21 Day 17 3260.77 Open IG-5 5417.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3435.80 Day 17 276.97 91-180 Days IG-6 561.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3841.39 Day 17 398.32 30-90 Days IG-7 267.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26787.46 Day 17 3955.67 Open IG-8 1724.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71204.09 Day 17 7940.14 91-180 Days L-1 4928.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110070.47 Day 17 4263.25 <30 Days L-10 19409.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99261.43 Day 17 12687.48 30-90 Days L-11 8294.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38924.11 Day 17 1969.26 Open L-2 3266.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78525.64 Day 17 169.55 91-180 Days L-3 4887.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80199.00 Day 17 2843.80 <30 Days L-4 5576.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86523.24 Day 17 1012.56 <30 Days L-5 14634.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59288.15 Day 17 7547.07 Open L-6 5238.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76872.97 Day 17 4748.75 91-180 Days L-7 9159.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26776.56 Day 17 3363.96 <30 Days L-8 4773.84 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22264.26 Day 17 2821.10 30-90 Days L-9 4178.29 Yes Liberty Wealth Management LLC Operations