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 Sovereign Yes 57630.65 Day 5 6568.12 30-90 Days N-6 9978.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52744.11 Day 5 2828.16 Open N-7 5392.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73863.24 Day 5 2987.59 <30 Days P-1 10026.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58147.04 Day 5 7154.54 30-90 Days P-2 6110.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40679.62 Day 5 428.87 30-90 Days S-8 5781.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2163.14 Day 5 18.71 91-180 Days Y-1 229.36 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65138.11 Day 5 8855.42 30-90 Days Y-2 2862.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59580.80 Day 5 3185.94 30-90 Days Y-3 3417.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61003.87 Day 5 1782.74 <30 Days Y-4 8401.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105492.45 Day 5 3861.63 30-90 Days Z-1 4899.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11140.89 Day 5 572.46 <30 Days A-2 983.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82175.99 Day 5 9752.09 30-90 Days A-3 8033.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97042.06 Day 5 9489.45 <30 Days A-4 3158.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76796.43 Day 5 3958.95 <30 Days A-5 6058.29 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38357.41 Day 5 3436.68 91-180 Days CB-1 2935.33 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68089.01 Day 5 5488.73 30-90 Days CB-2 5137.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93394.91 Day 5 10928.08 Open CB-3 12812.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98895.75 Day 5 13459.89 <30 Days E-1 4024.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56580.89 Day 5 8104.91 <30 Days E-2 7427.30 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 197.17 Day 5 22.66 30-90 Days G-1 39.01 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52760.50 Day 5 5817.76 Open G-2 5975.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13062.55 Day 5 1282.50 30-90 Days G-3 2074.24 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107625.81 Day 5 7420.79 30-90 Days IG-1 4466.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35321.91 Day 5 3171.75 <30 Days IG-2 108.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91743.22 Day 5 3106.13 30-90 Days S-1 12463.38 No Treasury