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 Financial Market Utility No 38152.41 Day 28 4066.69 30-90 Days L-5 5992.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 46895.71 Day 28 417.43 30-90 Days L-6 7546.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 25760.63 Day 28 1269.46 30-90 Days L-7 1350.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 100852.76 Day 28 12634.92 Open L-8 10311.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 20176.34 Day 28 913.69 Open L-9 1953.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 23921.14 Day 28 2991.32 91-180 Days LC-1 15.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 50166.89 Day 28 2377.83 91-180 Days LC-2 3151.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66292.67 Day 28 4925.34 91-180 Days N-1 2946.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 110682.72 Day 28 13064.55 91-180 Days N-2 12252.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 101721.59 Day 28 841.72 30-90 Days N-3 13353.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 27064.98 Day 28 2590.89 30-90 Days N-4 399.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 67609.28 Day 28 3581.09 <30 Days N-5 6167.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93337.75 Day 28 2103.19 Open N-6 854.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 17304.84 Day 28 1956.28 Open N-7 651.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 26877.29 Day 28 1299.05 91-180 Days P-1 2379.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 106663.31 Day 28 6547.86 <30 Days P-2 14326.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 81868.15 Day 28 2676.80 91-180 Days S-8 2790.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 54527.47 Day 28 5512.45 <30 Days Y-1 1425.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 97362.71 Day 28 7562.41 Open Y-2 6619.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 84608.03 Day 28 2361.20 Open Y-3 14659.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 76939.76 Day 28 2404.16 91-180 Days Y-4 4363.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 85187.05 Day 28 3461.75 30-90 Days Z-1 11599.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 93353.03 Day 28 2672.79 <30 Days A-2 10378.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14738.89 Day 28 385.14 <30 Days A-3 1903.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15546.50 Day 28 180.04 <30 Days A-4 863.14 Yes Liberty International Finance Ltd. Treasury