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 Central Bank No 48890.45 Day 56 2100.56 30-90 Days IG-1 17.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44309.79 Day 56 1126.77 <30 Days IG-2 1714.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19913.84 Day 56 2022.55 <30 Days S-1 3974.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44088.57 Day 56 3056.55 91-180 Days S-2 292.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19140.65 Day 56 44.28 30-90 Days S-3 1758.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36254.50 Day 56 1462.29 30-90 Days S-4 575.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65988.39 Day 56 1047.60 91-180 Days S-5 474.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24873.38 Day 56 2400.56 Open S-6 2602.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83186.14 Day 56 8251.56 30-90 Days S-7 6273.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 99625.36 Day 57 12463.90 30-90 Days A-0-Q 15869.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96024.31 Day 57 437.67 <30 Days A-1-Q 15073.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77203.36 Day 57 1504.05 91-180 Days A-2-Q 13549.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64452.23 Day 57 7028.69 Open A-3-Q 6919.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86538.89 Day 57 11623.69 Open A-4-Q 12910.34 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55869.97 Day 57 3732.83 30-90 Days A-5-Q 11164.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74913.23 Day 57 4052.90 30-90 Days CB-1-Q 13474.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44210.51 Day 57 1230.97 30-90 Days CB-2-Q 2840.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35113.50 Day 57 1662.39 91-180 Days S-1-Q 5321.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61145.61 Day 57 7848.62 Open S-2-Q 7150.83 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2230.93 Day 57 159.32 30-90 Days S-3-Q 360.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77719.19 Day 57 6040.62 Open S-4-Q 266.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35621.58 Day 57 634.90 Open CB-3-Q 1372.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25421.33 Day 57 1153.07 30-90 Days G-1-Q 3451.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110175.27 Day 57 4632.76 91-180 Days G-2-Q 4921.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105516.18 Day 57 15735.71 91-180 Days G-3-Q 3233.34 No Risk Management