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 MDB Yes 24942.92 61 - 67 Days 2181.29 Open S-7-Q 3046.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35295.07 61 - 67 Days 3027.47 30-90 Days E-1-Q 3070.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28331.89 61 - 67 Days 897.65 30-90 Days E-2-Q 4009.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75887.59 61 - 67 Days 2601.22 <30 Days IG-1-Q 8845.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24524.98 61 - 67 Days 1297.28 Open IG-2-Q 874.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22545.83 61 - 67 Days 185.13 Open C-1 889.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6505.10 61 - 67 Days 522.54 Open CB-4 370.64 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87145.74 61 - 67 Days 3268.00 <30 Days E-10 3627.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43128.04 61 - 67 Days 3569.72 30-90 Days E-3 1468.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48705.54 61 - 67 Days 3459.98 30-90 Days E-4 2853.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102958.36 61 - 67 Days 3781.58 91-180 Days E-5 14619.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80859.72 61 - 67 Days 8219.37 Open E-6 5144.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42673.41 61 - 67 Days 13.74 30-90 Days E-7 4202.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5326.70 61 - 67 Days 247.27 30-90 Days E-8 602.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80678.76 61 - 67 Days 39.92 91-180 Days E-9 5783.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51453.89 61 - 67 Days 5566.45 30-90 Days G-4 5583.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64366.86 61 - 67 Days 7142.12 30-90 Days IG-3 1381.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24343.15 61 - 67 Days 1733.41 Open IG-4 2389.73 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22317.70 61 - 67 Days 1072.55 Open IG-5 2248.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8897.16 61 - 67 Days 942.83 91-180 Days IG-6 1234.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52071.86 61 - 67 Days 1148.51 <30 Days IG-7 55.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22468.78 61 - 67 Days 1334.16 30-90 Days IG-8 589.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89719.99 61 - 67 Days 12545.18 30-90 Days L-1 12891.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94843.82 61 - 67 Days 13155.68 <30 Days L-10 3986.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15794.52 61 - 67 Days 1754.32 <30 Days L-11 684.54 No Treasury