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 50376.35 151 - 179 Days 173.30 <30 Days E-2 2762.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 47153.82 151 - 179 Days 4455.16 91-180 Days G-1 8602.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29112.40 151 - 179 Days 1196.23 91-180 Days G-2 2514.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57184.89 151 - 179 Days 128.28 91-180 Days G-3 11221.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38960.32 151 - 179 Days 2800.19 <30 Days IG-1 3942.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36938.75 151 - 179 Days 2233.12 Open IG-2 2360.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58883.64 151 - 179 Days 6083.89 <30 Days S-1 2896.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15274.63 151 - 179 Days 2140.19 91-180 Days S-2 2029.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30106.09 151 - 179 Days 3378.99 <30 Days S-3 5828.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57016.01 151 - 179 Days 1557.51 Open S-4 47.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112576.87 151 - 179 Days 7698.03 Open S-5 21384.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9089.15 151 - 179 Days 340.43 91-180 Days S-6 553.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94065.40 151 - 179 Days 7675.23 Open S-7 9965.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83817.63 180 - 270 Days 4516.02 30-90 Days A-0-Q 5260.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2102.49 180 - 270 Days 8.30 <30 Days A-1-Q 11.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 90797.21 180 - 270 Days 6185.49 Open A-2-Q 4842.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72490.47 180 - 270 Days 2224.75 Open A-3-Q 11568.41 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 15201.32 180 - 270 Days 1233.49 Open A-4-Q 1587.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 43415.23 180 - 270 Days 6365.50 Open A-5-Q 7753.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79580.93 180 - 270 Days 8017.91 30-90 Days CB-1-Q 9830.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98912.74 180 - 270 Days 13605.99 <30 Days CB-2-Q 14037.62 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64859.97 180 - 270 Days 7306.49 Open S-1-Q 6098.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104048.66 180 - 270 Days 1030.39 30-90 Days S-2-Q 6082.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69390.21 180 - 270 Days 3377.34 Open S-3-Q 3967.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 20614.20 180 - 270 Days 2689.51 <30 Days S-4-Q 1865.20 Yes Liberty Wealth Management LLC Operations