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 101995.66 >3 Yr <= 4 Yr 11010.37 Open CB-3-Q 12305.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105312.03 >3 Yr <= 4 Yr 4737.12 Open G-1-Q 5689.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65186.46 >3 Yr <= 4 Yr 8575.81 91-180 Days G-2-Q 6020.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1192.63 >3 Yr <= 4 Yr 138.67 91-180 Days G-3-Q 24.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21566.99 >3 Yr <= 4 Yr 2980.65 <30 Days S-5-Q 187.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5248.17 >3 Yr <= 4 Yr 117.96 <30 Days S-6-Q 263.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40748.29 >3 Yr <= 4 Yr 927.57 Open S-7-Q 768.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100712.08 >3 Yr <= 4 Yr 4184.56 91-180 Days E-1-Q 12545.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57656.85 >3 Yr <= 4 Yr 4045.99 30-90 Days E-2-Q 9583.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67343.24 >3 Yr <= 4 Yr 7034.26 30-90 Days IG-1-Q 1259.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58923.61 >3 Yr <= 4 Yr 8595.07 <30 Days IG-2-Q 7102.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14656.60 >3 Yr <= 4 Yr 876.49 91-180 Days C-1 1981.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48483.60 >3 Yr <= 4 Yr 367.85 Open CB-4 4678.19 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57957.50 >3 Yr <= 4 Yr 7065.03 <30 Days E-10 2342.47 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6176.29 >3 Yr <= 4 Yr 253.84 Open E-3 479.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94120.26 >3 Yr <= 4 Yr 2778.47 91-180 Days E-4 8738.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97844.28 >3 Yr <= 4 Yr 6775.65 91-180 Days E-5 2123.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21947.28 >3 Yr <= 4 Yr 60.58 Open E-6 1595.67 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71871.13 >3 Yr <= 4 Yr 955.67 <30 Days E-7 6184.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34568.52 >3 Yr <= 4 Yr 3946.82 30-90 Days E-8 3163.48 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70528.70 >3 Yr <= 4 Yr 7350.08 30-90 Days E-9 524.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108394.56 >3 Yr <= 4 Yr 15903.72 30-90 Days G-4 13557.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4871.24 >3 Yr <= 4 Yr 635.98 30-90 Days IG-3 720.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74009.09 >3 Yr <= 4 Yr 2690.60 30-90 Days IG-4 1559.75 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35711.53 >3 Yr <= 4 Yr 2357.13 30-90 Days IG-5 2359.74 No Legal