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 28603.88 Day 57 34.14 <30 Days Y-4 2966.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75349.95 Day 57 2107.93 <30 Days Z-1 5660.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100028.08 Day 57 13655.96 91-180 Days A-2 6772.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62797.79 Day 57 5342.52 <30 Days A-3 3130.83 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18111.82 Day 57 749.55 <30 Days A-4 1731.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97885.36 Day 57 5933.17 91-180 Days A-5 16398.10 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95932.70 Day 57 7098.91 <30 Days CB-1 11327.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54856.18 Day 57 1803.08 Open CB-2 3623.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31314.73 Day 57 3341.01 Open CB-3 1173.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38482.46 Day 57 4887.07 <30 Days E-1 5342.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88070.84 Day 57 8825.61 30-90 Days E-2 392.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12563.24 Day 57 615.26 <30 Days G-1 2408.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95014.22 Day 57 9190.16 30-90 Days G-2 6704.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4505.91 Day 57 557.77 30-90 Days G-3 517.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3292.18 Day 57 467.04 Open IG-1 408.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64320.76 Day 57 8250.85 Open IG-2 12084.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45537.64 Day 57 5142.23 <30 Days S-1 4900.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57657.10 Day 57 7902.01 30-90 Days S-2 8781.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102859.33 Day 57 11070.54 Open S-3 18544.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25565.78 Day 57 107.35 91-180 Days S-4 842.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11022.08 Day 57 14.12 91-180 Days S-5 1144.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91179.36 Day 57 873.16 30-90 Days S-6 6898.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15606.21 Day 57 1178.25 91-180 Days S-7 2136.72 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95190.40 Day 58 1488.49 Open A-0-Q 6371.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24175.58 Day 58 555.73 30-90 Days A-1-Q 4602.12 No Treasury