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 75721.68 Day 49 7010.35 30-90 Days G-2 9187.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102536.66 Day 49 185.16 30-90 Days G-3 20303.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102237.49 Day 49 13639.85 Open IG-1 10831.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106045.97 Day 49 7580.45 Open IG-2 4817.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22743.06 Day 49 1621.37 30-90 Days S-1 1362.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77493.02 Day 49 11407.39 91-180 Days S-2 4817.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37141.33 Day 49 4453.82 30-90 Days S-3 546.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46907.10 Day 49 3847.57 30-90 Days S-4 8100.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14704.81 Day 49 353.99 30-90 Days S-5 2421.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96236.76 Day 49 6716.40 <30 Days S-6 10547.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105349.29 Day 49 1221.39 91-180 Days S-7 9017.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88536.72 Day 50 2183.36 <30 Days A-0-Q 2275.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61543.05 Day 50 5868.22 30-90 Days A-1-Q 3376.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 85965.04 Day 50 9327.98 Open A-2-Q 11789.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25026.11 Day 50 2451.36 Open A-3-Q 2490.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32482.92 Day 50 4439.99 Open A-4-Q 3815.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97542.12 Day 50 8967.04 Open A-5-Q 10261.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107238.43 Day 50 9265.33 91-180 Days CB-1-Q 9206.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52262.98 Day 50 4542.15 <30 Days CB-2-Q 9297.89 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 55966.99 Day 50 6834.84 Open S-1-Q 2756.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60423.32 Day 50 5754.28 30-90 Days S-2-Q 10996.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14040.66 Day 50 863.69 91-180 Days S-3-Q 1769.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 86008.70 Day 50 4535.33 <30 Days S-4-Q 3515.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 99821.41 Day 50 553.47 <30 Days CB-3-Q 16154.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112248.89 Day 50 2534.50 Open G-1-Q 1185.40 Yes Liberty Mortgage Services Corp. Legal