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 Yes 107309.01 271 - 364 Days 13626.56 91-180 Days C-1 4195.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100671.61 271 - 364 Days 2200.30 30-90 Days CB-4 18642.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69144.40 271 - 364 Days 8247.58 Open E-10 922.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 48563.85 271 - 364 Days 666.59 <30 Days E-3 1327.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46756.79 271 - 364 Days 3063.05 30-90 Days E-4 6204.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36173.83 271 - 364 Days 2064.24 30-90 Days E-5 6832.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30476.53 271 - 364 Days 3900.54 91-180 Days E-6 5836.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104345.11 271 - 364 Days 11286.33 91-180 Days E-7 5986.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6255.56 271 - 364 Days 779.52 <30 Days E-8 35.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6765.49 271 - 364 Days 742.79 <30 Days E-9 328.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81794.54 271 - 364 Days 6465.48 91-180 Days G-4 14742.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 101769.34 271 - 364 Days 5228.62 91-180 Days IG-3 2305.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22276.25 271 - 364 Days 26.61 30-90 Days IG-4 3200.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78195.85 271 - 364 Days 3320.10 <30 Days IG-5 10618.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72146.03 271 - 364 Days 2199.81 <30 Days IG-6 6741.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 37110.52 271 - 364 Days 5480.73 30-90 Days IG-7 3983.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5350.77 271 - 364 Days 199.51 <30 Days IG-8 532.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18763.22 271 - 364 Days 470.74 Open L-1 3679.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112877.83 271 - 364 Days 7021.92 Open L-10 7765.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60721.80 271 - 364 Days 5316.99 Open L-11 10478.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4305.88 271 - 364 Days 334.73 <30 Days L-2 196.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34336.97 271 - 364 Days 367.10 Open L-3 5798.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26979.13 271 - 364 Days 2130.12 Open L-4 1863.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 33456.07 271 - 364 Days 2178.51 30-90 Days L-5 3243.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6553.53 271 - 364 Days 977.47 Open L-6 562.37 No Finance