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 No 69026.78 75 - 82 Days 2481.40 91-180 Days L-1 11880.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76249.71 75 - 82 Days 4861.10 91-180 Days L-10 14000.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57542.37 75 - 82 Days 4461.17 30-90 Days L-11 2086.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71573.88 75 - 82 Days 165.48 91-180 Days L-2 10791.72 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63504.95 75 - 82 Days 8186.83 Open L-3 5145.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19149.54 75 - 82 Days 960.14 Open L-4 3570.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48337.88 75 - 82 Days 4461.61 <30 Days L-5 8001.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76598.48 75 - 82 Days 4081.64 Open L-6 6188.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4019.19 75 - 82 Days 379.70 <30 Days L-7 335.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102176.07 75 - 82 Days 7985.99 Open L-8 8627.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17293.17 75 - 82 Days 493.16 30-90 Days L-9 124.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21034.18 75 - 82 Days 763.99 Open LC-1 762.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55668.86 75 - 82 Days 3670.96 91-180 Days LC-2 4373.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25500.51 75 - 82 Days 417.39 Open N-1 2279.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64257.52 75 - 82 Days 982.39 91-180 Days N-2 8866.02 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60608.84 75 - 82 Days 7455.16 Open N-3 11685.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30825.29 75 - 82 Days 2460.05 Open N-4 5941.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100685.76 75 - 82 Days 14295.38 <30 Days N-5 3894.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57934.50 75 - 82 Days 718.22 Open N-6 1247.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43830.57 75 - 82 Days 2130.20 91-180 Days N-7 3704.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56763.65 75 - 82 Days 4012.38 <30 Days P-1 6768.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106714.35 75 - 82 Days 202.08 30-90 Days P-2 15528.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104546.69 75 - 82 Days 5047.76 <30 Days S-8 14808.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75891.89 75 - 82 Days 3498.07 <30 Days Y-1 9163.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100783.98 75 - 82 Days 3102.60 30-90 Days Y-2 9102.78 Yes Liberty Wealth Management LLC Operations