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 31730.38 >3 Yr <= 4 Yr 3627.82 Open CB-1-Q 3212.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40352.84 >3 Yr <= 4 Yr 4806.12 91-180 Days CB-2-Q 5525.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13076.57 >3 Yr <= 4 Yr 124.81 30-90 Days S-1-Q 1940.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14144.32 >3 Yr <= 4 Yr 666.17 <30 Days S-2-Q 888.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12617.20 >3 Yr <= 4 Yr 1088.39 <30 Days S-3-Q 2219.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33183.22 >3 Yr <= 4 Yr 3566.31 <30 Days S-4-Q 728.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 85534.84 >3 Yr <= 4 Yr 1118.68 Open CB-3-Q 2354.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17446.88 >3 Yr <= 4 Yr 1872.12 30-90 Days G-1-Q 3478.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92340.76 >3 Yr <= 4 Yr 1358.03 91-180 Days G-2-Q 15154.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98347.01 >3 Yr <= 4 Yr 13343.87 91-180 Days G-3-Q 11175.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45098.91 >3 Yr <= 4 Yr 1135.04 91-180 Days S-5-Q 2103.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19415.50 >3 Yr <= 4 Yr 2407.32 30-90 Days S-6-Q 3119.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35691.24 >3 Yr <= 4 Yr 2247.95 30-90 Days S-7-Q 5022.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63324.68 >3 Yr <= 4 Yr 2596.70 30-90 Days E-1-Q 9570.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80724.24 >3 Yr <= 4 Yr 3774.15 Open E-2-Q 5852.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 51874.88 >3 Yr <= 4 Yr 5579.15 Open IG-1-Q 2339.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61941.04 >3 Yr <= 4 Yr 3555.94 91-180 Days IG-2-Q 7857.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69848.50 >3 Yr <= 4 Yr 7307.61 30-90 Days C-1 9938.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48374.82 >3 Yr <= 4 Yr 5669.63 30-90 Days CB-4 7631.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108364.50 >3 Yr <= 4 Yr 5042.02 30-90 Days E-10 2196.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14323.80 >3 Yr <= 4 Yr 399.46 30-90 Days E-3 2317.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13803.82 >3 Yr <= 4 Yr 553.51 91-180 Days E-4 442.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8270.96 >3 Yr <= 4 Yr 387.50 30-90 Days E-5 293.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21365.26 >3 Yr <= 4 Yr 393.57 Open E-6 3825.34 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18944.44 >3 Yr <= 4 Yr 1412.69 91-180 Days E-7 2956.42 No Treasury