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 Small Business No 70986.42 271 - 364 Days 9931.91 <30 Days Y-3 5218.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 35115.23 271 - 364 Days 871.61 91-180 Days Y-4 6394.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 112198.62 271 - 364 Days 3762.33 91-180 Days Z-1 17595.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 48003.70 271 - 364 Days 2976.84 91-180 Days A-2 3384.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 71715.09 271 - 364 Days 2620.86 91-180 Days A-3 14125.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 70018.22 271 - 364 Days 1903.99 <30 Days A-4 13372.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 97270.74 271 - 364 Days 9707.61 91-180 Days A-5 18688.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 65819.49 271 - 364 Days 3983.82 <30 Days CB-1 4760.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 100100.86 271 - 364 Days 10486.67 <30 Days CB-2 10384.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 9902.75 271 - 364 Days 555.61 91-180 Days CB-3 393.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 92335.12 271 - 364 Days 1107.77 30-90 Days E-1 13868.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 10473.23 271 - 364 Days 721.45 91-180 Days E-2 1295.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 62680.40 271 - 364 Days 947.69 30-90 Days G-1 2785.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 82031.08 271 - 364 Days 7703.09 Open G-2 10006.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 30812.90 271 - 364 Days 2136.55 <30 Days G-3 3110.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 44278.94 271 - 364 Days 1418.60 <30 Days IG-1 5055.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 87380.45 271 - 364 Days 12997.63 91-180 Days IG-2 5654.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 6915.08 271 - 364 Days 1028.78 Open S-1 506.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 21633.48 271 - 364 Days 1152.17 Open S-2 3824.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 71550.75 271 - 364 Days 8737.94 Open S-3 3314.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 23045.88 271 - 364 Days 2049.59 <30 Days S-4 3343.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 7962.76 271 - 364 Days 1035.28 91-180 Days S-5 75.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 78586.17 271 - 364 Days 4468.67 91-180 Days S-6 1540.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 104917.71 271 - 364 Days 4995.22 Open S-7 5103.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 58782.35 >= 1 Yr <= 2 Yr 6509.75 91-180 Days A-0-Q 8601.83 Yes Liberty Capital Markets Inc. Risk Management