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 Broker-Dealer Yes 54179.23 Day 49 8101.19 Open IG-1 5536.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 80638.93 Day 49 6755.06 Open IG-2 14802.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 26396.72 Day 49 1829.61 <30 Days S-1 3841.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 105367.03 Day 49 15593.63 Open S-2 16301.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 48188.59 Day 49 6233.76 <30 Days S-3 5085.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 92784.59 Day 49 4997.41 <30 Days S-4 16602.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 22467.36 Day 49 1756.07 Open S-5 2442.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 83426.97 Day 49 10284.57 91-180 Days S-6 4328.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 67511.58 Day 49 5674.56 30-90 Days S-7 3263.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 55071.45 Day 50 3782.02 <30 Days A-0-Q 6619.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 53351.66 Day 50 4871.60 Open A-1-Q 9376.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 21218.63 Day 50 2023.32 91-180 Days A-2-Q 293.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 64127.12 Day 50 1166.04 Open A-3-Q 1069.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 20964.27 Day 50 1939.58 91-180 Days A-4-Q 906.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 25575.23 Day 50 851.28 30-90 Days A-5-Q 1143.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 100327.72 Day 50 13057.67 91-180 Days CB-1-Q 276.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 20712.80 Day 50 1575.70 91-180 Days CB-2-Q 797.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 31360.55 Day 50 3.96 <30 Days S-1-Q 5807.92 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 213.32 Day 50 21.51 30-90 Days S-2-Q 41.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15966.76 Day 50 1940.47 91-180 Days S-3-Q 2777.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 33484.32 Day 50 4173.23 91-180 Days S-4-Q 969.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 45925.24 Day 50 2945.55 <30 Days CB-3-Q 1481.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 26665.31 Day 50 3140.87 Open G-1-Q 1837.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 33913.91 Day 50 2995.82 Open G-2-Q 1930.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 103583.83 Day 50 12569.07 30-90 Days G-3-Q 2510.75 Yes Liberty International Finance Ltd. Treasury