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 110044.08 >= 1 Yr <= 2 Yr 673.83 91-180 Days N-6 3711.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 63611.32 >= 1 Yr <= 2 Yr 3086.82 30-90 Days N-7 4069.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 75212.63 >= 1 Yr <= 2 Yr 6828.65 30-90 Days P-1 13520.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 74669.30 >= 1 Yr <= 2 Yr 1263.52 30-90 Days P-2 6139.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 12145.78 >= 1 Yr <= 2 Yr 239.75 Open S-8 2269.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 41021.45 >= 1 Yr <= 2 Yr 4978.63 30-90 Days Y-1 2898.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 64187.13 >= 1 Yr <= 2 Yr 285.14 91-180 Days Y-2 12642.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 34100.32 >= 1 Yr <= 2 Yr 2983.57 Open Y-3 674.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31495.60 >= 1 Yr <= 2 Yr 1467.28 30-90 Days Y-4 4526.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 173.67 >= 1 Yr <= 2 Yr 21.66 <30 Days Z-1 32.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 108765.74 >= 1 Yr <= 2 Yr 7273.10 Open A-2 13663.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69790.31 >= 1 Yr <= 2 Yr 7821.30 <30 Days A-3 9152.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16594.04 >= 1 Yr <= 2 Yr 2407.45 30-90 Days A-4 2789.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 30349.48 >= 1 Yr <= 2 Yr 2798.86 <30 Days A-5 4000.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 44947.09 >= 1 Yr <= 2 Yr 5336.85 <30 Days CB-1 4457.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15931.19 >= 1 Yr <= 2 Yr 1552.72 <30 Days CB-2 1382.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 110867.92 >= 1 Yr <= 2 Yr 702.02 30-90 Days CB-3 16889.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 74624.19 >= 1 Yr <= 2 Yr 2110.96 91-180 Days E-1 521.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10293.88 >= 1 Yr <= 2 Yr 47.98 <30 Days E-2 1090.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 109929.34 >= 1 Yr <= 2 Yr 787.45 91-180 Days G-1 19874.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 96481.50 >= 1 Yr <= 2 Yr 1899.03 91-180 Days G-2 7139.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66647.14 >= 1 Yr <= 2 Yr 3790.45 91-180 Days G-3 9720.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 61759.49 >= 1 Yr <= 2 Yr 8518.81 Open IG-1 9200.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 48507.13 >= 1 Yr <= 2 Yr 6697.05 <30 Days IG-2 6021.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 100033.71 >= 1 Yr <= 2 Yr 14953.47 91-180 Days S-1 4521.45 No Risk Management