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 41406.61 >5 Yr 95.31 Open N-1 367.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105700.14 >5 Yr 8393.44 30-90 Days N-2 16774.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7222.86 >5 Yr 651.68 <30 Days N-3 116.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 49810.87 >5 Yr 1343.82 <30 Days N-4 4734.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110609.65 >5 Yr 2521.17 <30 Days N-5 1675.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97271.58 >5 Yr 13285.17 <30 Days N-6 15213.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68942.86 >5 Yr 3917.66 91-180 Days N-7 3971.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94710.75 >5 Yr 500.12 Open P-1 9710.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67518.47 >5 Yr 4498.65 Open P-2 5386.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67634.10 >5 Yr 8473.42 91-180 Days S-8 9726.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71451.51 >5 Yr 10050.53 <30 Days Y-1 1199.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 103278.82 >5 Yr 2801.47 <30 Days Y-2 8213.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34308.29 >5 Yr 1555.55 30-90 Days Y-3 3859.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68390.29 >5 Yr 3682.82 Open Y-4 7917.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6660.01 >5 Yr 396.90 <30 Days Z-1 1187.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92094.01 >5 Yr 13047.46 91-180 Days A-2 7920.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 26821.74 >5 Yr 3605.27 <30 Days A-3 2708.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89057.09 >5 Yr 5732.88 Open A-4 14886.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44249.98 >5 Yr 4655.34 Open A-5 550.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27331.94 >5 Yr 128.89 30-90 Days CB-1 561.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49301.93 >5 Yr 963.57 30-90 Days CB-2 1233.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28318.42 >5 Yr 2599.91 91-180 Days CB-3 3725.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 68931.69 >5 Yr 5226.16 <30 Days E-1 6744.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28928.79 >5 Yr 360.46 91-180 Days E-2 5203.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28757.46 >5 Yr 2143.67 30-90 Days G-1 3859.55 No Finance