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 103710.85 Day 36 5724.47 <30 Days P-1 18704.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63057.47 Day 36 91.37 Open P-2 1394.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89679.82 Day 36 7770.04 Open S-8 2625.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 49534.79 Day 36 2618.16 91-180 Days Y-1 2291.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40590.27 Day 36 1514.63 Open Y-2 3852.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83652.58 Day 36 11330.14 <30 Days Y-3 3010.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58203.22 Day 36 6938.05 30-90 Days Y-4 5227.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90692.97 Day 36 7808.28 <30 Days Z-1 6309.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25916.46 Day 36 2388.43 30-90 Days A-2 3600.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90845.37 Day 36 2466.96 <30 Days A-3 10709.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2618.71 Day 36 74.98 91-180 Days A-4 336.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68020.87 Day 36 2294.32 Open A-5 4014.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2140.11 Day 36 66.39 30-90 Days CB-1 79.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 76646.88 Day 36 7325.28 Open CB-2 3764.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85805.82 Day 36 7901.34 30-90 Days CB-3 16051.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 66729.34 Day 36 599.09 <30 Days E-1 9606.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 93643.80 Day 36 9733.52 91-180 Days E-2 5399.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40392.79 Day 36 5381.10 <30 Days G-1 6015.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 66566.54 Day 36 1511.71 <30 Days G-2 11392.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57181.54 Day 36 3766.50 Open G-3 8626.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81229.96 Day 36 1637.36 <30 Days IG-1 9755.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30455.66 Day 36 1716.47 91-180 Days IG-2 4558.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106171.81 Day 36 13856.89 Open S-1 20985.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67755.44 Day 36 9510.82 91-180 Days S-2 1707.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36805.08 Day 36 4072.01 Open S-3 1866.25 Yes Liberty Mortgage Services Corp. Treasury