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 36017.02 >4 Yr <= 5 Yr 3503.24 91-180 Days S-6-Q 1375.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2474.70 >4 Yr <= 5 Yr 175.59 Open S-7-Q 313.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68997.13 >4 Yr <= 5 Yr 3838.39 30-90 Days E-1-Q 966.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88989.93 >4 Yr <= 5 Yr 8560.65 30-90 Days E-2-Q 16689.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 93475.40 >4 Yr <= 5 Yr 507.02 30-90 Days IG-1-Q 4340.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91906.34 >4 Yr <= 5 Yr 2545.85 30-90 Days IG-2-Q 14093.11 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56262.05 >4 Yr <= 5 Yr 804.20 <30 Days C-1 1841.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100591.51 >4 Yr <= 5 Yr 13888.38 91-180 Days CB-4 4586.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102756.36 >4 Yr <= 5 Yr 6286.75 <30 Days E-10 13026.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69077.12 >4 Yr <= 5 Yr 2612.42 <30 Days E-3 11775.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1946.32 >4 Yr <= 5 Yr 258.17 Open E-4 118.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 50934.61 >4 Yr <= 5 Yr 1511.45 30-90 Days E-5 8648.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98236.88 >4 Yr <= 5 Yr 5676.24 <30 Days E-6 3598.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5200.30 >4 Yr <= 5 Yr 511.04 <30 Days E-7 517.77 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29438.69 >4 Yr <= 5 Yr 454.74 30-90 Days E-8 4328.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26524.47 >4 Yr <= 5 Yr 261.07 <30 Days E-9 1363.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95210.66 >4 Yr <= 5 Yr 12505.70 91-180 Days G-4 2391.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95449.73 >4 Yr <= 5 Yr 4589.53 <30 Days IG-3 15832.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61585.77 >4 Yr <= 5 Yr 8971.59 91-180 Days IG-4 2501.95 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82058.49 >4 Yr <= 5 Yr 104.72 <30 Days IG-5 10228.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99272.32 >4 Yr <= 5 Yr 8373.14 Open IG-6 6667.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84323.14 >4 Yr <= 5 Yr 9710.48 <30 Days IG-7 13733.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84884.75 >4 Yr <= 5 Yr 9739.25 91-180 Days IG-8 13188.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 45586.98 >4 Yr <= 5 Yr 2768.91 Open L-1 4734.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77177.71 >4 Yr <= 5 Yr 1462.28 30-90 Days L-10 14330.62 No Treasury