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 Retail Yes 17139.24 91 - 120 Days 653.13 <30 Days S-3-Q 2507.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25816.97 91 - 120 Days 1348.09 91-180 Days S-4-Q 1125.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18786.68 91 - 120 Days 1724.62 30-90 Days CB-3-Q 3126.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109030.15 91 - 120 Days 4446.06 <30 Days G-1-Q 19583.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1103.23 91 - 120 Days 59.10 Open G-2-Q 213.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30301.40 91 - 120 Days 1780.40 Open G-3-Q 66.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58888.49 91 - 120 Days 7908.42 Open S-5-Q 4005.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104327.67 91 - 120 Days 4579.71 91-180 Days S-6-Q 16094.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60889.27 91 - 120 Days 4400.79 30-90 Days S-7-Q 2844.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87528.89 91 - 120 Days 5478.73 <30 Days E-1-Q 16572.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106726.08 91 - 120 Days 3386.20 Open E-2-Q 6039.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4006.71 91 - 120 Days 319.90 30-90 Days IG-1-Q 342.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19275.52 91 - 120 Days 487.19 Open IG-2-Q 160.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6066.23 91 - 120 Days 361.69 30-90 Days C-1 485.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71335.07 91 - 120 Days 10088.02 <30 Days CB-4 12077.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82792.27 91 - 120 Days 7801.69 91-180 Days E-10 9364.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110629.24 91 - 120 Days 3247.27 30-90 Days E-3 2384.21 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58742.52 91 - 120 Days 5109.27 30-90 Days E-4 7732.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65999.81 91 - 120 Days 8468.27 30-90 Days E-5 5996.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32713.40 91 - 120 Days 898.62 Open E-6 4379.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51880.30 91 - 120 Days 6639.02 91-180 Days E-7 379.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77097.84 91 - 120 Days 1845.44 Open E-8 7469.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101494.63 91 - 120 Days 6826.85 30-90 Days E-9 4048.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69404.21 91 - 120 Days 2592.71 30-90 Days G-4 3520.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 683.83 91 - 120 Days 12.88 91-180 Days IG-3 125.19 No Risk Management