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 100532.78 Day 35 2235.14 <30 Days CB-3 5070.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22636.72 Day 35 2915.95 91-180 Days E-1 446.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85256.60 Day 35 9266.41 Open E-2 629.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108710.96 Day 35 231.05 Open G-1 17245.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4878.08 Day 35 434.69 30-90 Days G-2 919.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7933.06 Day 35 624.62 91-180 Days G-3 1375.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4269.72 Day 35 57.79 <30 Days IG-1 643.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18743.43 Day 35 2510.15 Open IG-2 876.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29051.61 Day 35 3809.21 30-90 Days S-1 4657.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2410.76 Day 35 360.32 <30 Days S-2 236.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44683.84 Day 35 4404.46 <30 Days S-3 2028.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78071.54 Day 35 10187.82 Open S-4 13438.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21855.07 Day 35 122.04 Open S-5 3041.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24057.29 Day 35 654.01 30-90 Days S-6 1851.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58506.40 Day 35 2433.51 91-180 Days S-7 2195.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111185.92 Day 36 14039.80 <30 Days A-0-Q 16877.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4769.29 Day 36 634.57 91-180 Days A-1-Q 715.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12137.38 Day 36 1415.76 Open A-2-Q 1917.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69474.88 Day 36 10062.70 Open A-3-Q 141.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44179.23 Day 36 6498.67 Open A-4-Q 7309.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73608.47 Day 36 8884.31 91-180 Days A-5-Q 9867.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61129.84 Day 36 2256.88 Open CB-1-Q 5006.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108229.23 Day 36 13119.56 Open CB-2-Q 5002.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76784.89 Day 36 480.70 91-180 Days S-1-Q 12094.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59769.98 Day 36 4097.47 <30 Days S-2-Q 3831.87 Yes Liberty Wealth Management LLC Operations