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 Bank No 101874.72 Day 8 2752.50 30-90 Days S-7-Q 2405.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98418.93 Day 8 3356.74 Open E-1-Q 19273.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52070.89 Day 8 4735.77 91-180 Days E-2-Q 4578.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108517.28 Day 8 9298.90 <30 Days IG-1-Q 11734.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82541.07 Day 8 4900.54 <30 Days IG-2-Q 9201.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1006.60 Day 8 109.95 91-180 Days C-1 160.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105333.41 Day 8 2706.28 30-90 Days CB-4 14406.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78783.99 Day 8 3900.79 Open E-10 9257.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76057.98 Day 8 7796.62 <30 Days E-3 1378.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2070.98 Day 8 103.06 <30 Days E-4 376.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25361.16 Day 8 1763.30 91-180 Days E-5 3083.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28516.73 Day 8 2849.91 91-180 Days E-6 1627.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6495.60 Day 8 499.54 <30 Days E-7 696.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91637.09 Day 8 4870.35 91-180 Days E-8 13903.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88808.65 Day 8 13195.34 91-180 Days E-9 164.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110095.94 Day 8 7124.83 30-90 Days G-4 1321.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93050.41 Day 8 3553.58 <30 Days IG-3 2853.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66192.88 Day 8 4862.84 <30 Days IG-4 11772.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25488.09 Day 8 3299.64 91-180 Days IG-5 3552.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58810.77 Day 8 2531.64 91-180 Days IG-6 3050.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15117.64 Day 8 965.52 30-90 Days IG-7 1001.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68646.09 Day 8 10214.11 91-180 Days IG-8 2934.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72617.56 Day 8 9015.66 91-180 Days L-1 8668.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37065.25 Day 8 5393.79 Open L-10 1691.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38943.14 Day 8 222.71 <30 Days L-11 3720.79 Yes Liberty International Finance Ltd. Risk Management