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 70596.08 Day 52 1846.91 91-180 Days S-5 1404.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53621.78 Day 52 7014.95 91-180 Days S-6 7200.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29443.87 Day 52 2755.38 <30 Days S-7 4126.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40385.24 Day 53 3881.78 Open A-0-Q 5953.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17851.72 Day 53 229.79 91-180 Days A-1-Q 2118.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91028.09 Day 53 2792.49 30-90 Days A-2-Q 4376.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24016.29 Day 53 968.09 Open A-3-Q 3888.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91424.24 Day 53 11861.75 91-180 Days A-4-Q 16977.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36576.26 Day 53 2804.51 91-180 Days A-5-Q 1214.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 68260.90 Day 53 1285.36 <30 Days CB-1-Q 9074.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75673.02 Day 53 2267.07 30-90 Days CB-2-Q 10289.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74193.74 Day 53 250.53 Open S-1-Q 11731.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30096.73 Day 53 2356.27 30-90 Days S-2-Q 1596.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94890.46 Day 53 4956.51 30-90 Days S-3-Q 9363.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4064.52 Day 53 451.91 Open S-4-Q 63.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22291.13 Day 53 1934.01 91-180 Days CB-3-Q 3695.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 68342.24 Day 53 794.86 91-180 Days G-1-Q 7261.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92572.05 Day 53 11215.44 91-180 Days G-2-Q 14930.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14669.93 Day 53 856.57 <30 Days G-3-Q 1658.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74831.35 Day 53 5451.43 Open S-5-Q 3601.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22196.53 Day 53 2278.37 <30 Days S-6-Q 2598.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82409.81 Day 53 12324.64 Open S-7-Q 8658.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74686.74 Day 53 4332.45 91-180 Days E-1-Q 9203.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32268.50 Day 53 4383.83 <30 Days E-2-Q 4976.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38320.26 Day 53 2639.71 <30 Days IG-1-Q 3840.89 Yes Liberty International Finance Ltd. Legal