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 57190.47 Day 39 2290.08 30-90 Days S-7-Q 6414.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74997.15 Day 39 2125.08 Open E-1-Q 4457.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50125.10 Day 39 2769.37 30-90 Days E-2-Q 1041.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42115.36 Day 39 4902.99 Open IG-1-Q 480.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33587.09 Day 39 1456.48 91-180 Days IG-2-Q 1684.78 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95198.54 Day 39 4803.29 91-180 Days C-1 11204.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50040.89 Day 39 2492.04 Open CB-4 8740.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89851.85 Day 39 5057.53 91-180 Days E-10 8969.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6847.96 Day 39 215.32 30-90 Days E-3 690.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 68071.89 Day 39 7025.17 <30 Days E-4 303.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70154.19 Day 39 5353.25 30-90 Days E-5 10902.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38263.08 Day 39 4978.23 91-180 Days E-6 7392.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39352.99 Day 39 771.67 91-180 Days E-7 7012.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69422.44 Day 39 2160.23 30-90 Days E-8 9444.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75085.48 Day 39 2511.07 91-180 Days E-9 9420.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25192.91 Day 39 1361.84 30-90 Days G-4 2336.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98371.07 Day 39 4943.16 30-90 Days IG-3 7026.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88831.17 Day 39 11264.12 <30 Days IG-4 4222.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 101361.38 Day 39 8952.25 Open IG-5 5422.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58079.07 Day 39 8241.02 <30 Days IG-6 10460.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17454.60 Day 39 2211.83 <30 Days IG-7 2382.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108252.10 Day 39 590.95 <30 Days IG-8 12180.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23446.56 Day 39 1114.76 <30 Days L-1 3084.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 15773.33 Day 39 145.16 91-180 Days L-10 234.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65827.14 Day 39 7040.37 <30 Days L-11 144.73 No Finance