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 Sovereign Yes 2769.09 Day 19 154.90 <30 Days CB-3-Q 194.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76058.46 Day 19 8589.62 91-180 Days G-1-Q 5688.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38007.78 Day 19 3802.82 <30 Days G-2-Q 747.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5651.79 Day 19 700.01 91-180 Days G-3-Q 417.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87011.59 Day 19 1534.93 30-90 Days S-5-Q 3542.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55577.98 Day 19 7517.73 Open S-6-Q 10317.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21900.12 Day 19 2935.88 <30 Days S-7-Q 1564.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32457.98 Day 19 4808.26 30-90 Days E-1-Q 4258.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28791.77 Day 19 3418.88 <30 Days E-2-Q 3658.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90701.23 Day 19 6121.37 30-90 Days IG-1-Q 17046.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51427.27 Day 19 3692.67 30-90 Days IG-2-Q 3909.65 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5877.85 Day 19 622.53 30-90 Days C-1 594.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101095.63 Day 19 9109.49 91-180 Days CB-4 2639.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78011.95 Day 19 1711.17 91-180 Days E-10 4421.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2828.05 Day 19 94.49 91-180 Days E-3 407.61 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78656.92 Day 19 11274.94 91-180 Days E-4 14638.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 113051.56 Day 19 2833.12 30-90 Days E-5 18993.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52924.21 Day 19 1974.27 Open E-6 8840.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58898.60 Day 19 3089.47 30-90 Days E-7 960.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80473.29 Day 19 9084.54 <30 Days E-8 3728.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94466.59 Day 19 1786.62 Open E-9 16104.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30917.37 Day 19 2210.61 91-180 Days G-4 3395.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52939.13 Day 19 1012.95 30-90 Days IG-3 6989.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 393.12 Day 19 6.53 91-180 Days IG-4 32.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86663.39 Day 19 10570.30 30-90 Days IG-5 15364.54 No Operations