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 Yes 24416.47 180 - 270 Days 744.67 91-180 Days S-6 4082.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77810.56 180 - 270 Days 9071.61 <30 Days S-7 12491.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111061.53 271 - 364 Days 7338.36 30-90 Days A-0-Q 12865.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88496.20 271 - 364 Days 8201.63 91-180 Days A-1-Q 14661.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22706.03 271 - 364 Days 283.12 Open A-2-Q 248.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59998.46 271 - 364 Days 2537.20 <30 Days A-3-Q 9157.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14403.62 271 - 364 Days 817.04 <30 Days A-4-Q 2533.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29666.66 271 - 364 Days 3034.60 Open A-5-Q 4024.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 7927.59 271 - 364 Days 840.55 91-180 Days CB-1-Q 1567.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100992.23 271 - 364 Days 172.65 Open CB-2-Q 12684.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78753.17 271 - 364 Days 6132.34 <30 Days S-1-Q 5903.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59778.76 271 - 364 Days 7052.05 91-180 Days S-2-Q 6118.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52146.60 271 - 364 Days 4456.92 Open S-3-Q 4935.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83950.03 271 - 364 Days 5220.48 Open S-4-Q 4390.78 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107306.35 271 - 364 Days 8094.17 30-90 Days CB-3-Q 4818.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18013.36 271 - 364 Days 1468.61 91-180 Days G-1-Q 840.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39623.09 271 - 364 Days 4684.08 91-180 Days G-2-Q 56.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56896.79 271 - 364 Days 6954.15 30-90 Days G-3-Q 947.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36305.10 271 - 364 Days 2285.54 Open S-5-Q 5162.61 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17667.02 271 - 364 Days 2041.28 <30 Days S-6-Q 1252.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73929.98 271 - 364 Days 3317.48 <30 Days S-7-Q 14272.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54346.10 271 - 364 Days 1916.14 <30 Days E-1-Q 4193.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80197.87 271 - 364 Days 4855.09 <30 Days E-2-Q 2324.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102981.67 271 - 364 Days 5175.17 Open IG-1-Q 896.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86875.90 271 - 364 Days 9838.35 91-180 Days IG-2-Q 17094.49 No Legal