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 65865.16 68 - 74 Days 3854.03 Open L-5 3822.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 16759.81 68 - 74 Days 576.76 91-180 Days L-6 618.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13357.78 68 - 74 Days 1150.44 Open L-7 639.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 16482.94 68 - 74 Days 690.97 30-90 Days L-8 3222.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 103766.40 68 - 74 Days 11614.55 Open L-9 19717.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5431.25 68 - 74 Days 637.87 Open LC-1 656.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53112.80 68 - 74 Days 3022.91 Open LC-2 2967.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90024.81 68 - 74 Days 7226.61 <30 Days N-1 6514.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5998.36 68 - 74 Days 560.25 91-180 Days N-2 373.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69823.80 68 - 74 Days 7527.34 30-90 Days N-3 2620.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44631.06 68 - 74 Days 824.27 30-90 Days N-4 5700.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65450.35 68 - 74 Days 2360.98 <30 Days N-5 1774.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92543.10 68 - 74 Days 4199.11 Open N-6 10305.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19948.57 68 - 74 Days 1774.46 <30 Days N-7 1916.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 15269.96 68 - 74 Days 475.74 Open P-1 2412.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67717.79 68 - 74 Days 6913.95 <30 Days P-2 41.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75264.24 68 - 74 Days 9045.52 <30 Days S-8 4497.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77216.32 68 - 74 Days 3310.27 91-180 Days Y-1 9964.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7353.81 68 - 74 Days 614.37 Open Y-2 715.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79432.33 68 - 74 Days 2320.70 <30 Days Y-3 15047.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105790.76 68 - 74 Days 2810.29 91-180 Days Y-4 2487.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97531.20 68 - 74 Days 5747.23 <30 Days Z-1 8146.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12957.01 68 - 74 Days 1600.64 <30 Days A-2 597.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95033.80 68 - 74 Days 12618.45 Open A-3 2707.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92230.48 68 - 74 Days 13070.24 30-90 Days A-4 8649.92 No Legal