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 5552.78 Day 31 231.37 30-90 Days N-3 559.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50355.44 Day 31 180.56 Open N-4 9506.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58997.69 Day 31 8237.87 91-180 Days N-5 5785.17 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67656.03 Day 31 3760.47 <30 Days N-6 5178.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52914.98 Day 31 6613.03 <30 Days N-7 2316.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46383.74 Day 31 583.29 91-180 Days P-1 1589.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95845.72 Day 31 6377.00 Open P-2 417.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56355.25 Day 31 5719.98 30-90 Days S-8 7928.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 55513.33 Day 31 7119.93 Open Y-1 8728.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58281.26 Day 31 3601.32 30-90 Days Y-2 3625.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46395.29 Day 31 163.94 91-180 Days Y-3 1460.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46990.14 Day 31 3141.25 <30 Days Y-4 1293.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40846.81 Day 31 4204.29 30-90 Days Z-1 1492.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54837.47 Day 31 4382.07 <30 Days A-2 10064.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93796.27 Day 31 4039.80 <30 Days A-3 5329.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57293.42 Day 31 2793.04 <30 Days A-4 2255.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61369.54 Day 31 2912.39 Open A-5 7741.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98658.20 Day 31 1552.29 <30 Days CB-1 2219.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 7570.94 Day 31 1062.60 <30 Days CB-2 1386.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25630.50 Day 31 1383.83 <30 Days CB-3 4892.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63367.57 Day 31 7168.46 91-180 Days E-1 11964.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8248.96 Day 31 1116.09 30-90 Days E-2 672.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58040.15 Day 31 4991.78 30-90 Days G-1 11188.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80419.49 Day 31 5941.87 30-90 Days G-2 13426.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13815.14 Day 31 454.84 Open G-3 1638.24 No Risk Management