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 No 100948.66 Day 48 7465.18 <30 Days IG-2 10525.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92683.15 Day 48 6705.47 Open S-1 296.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105625.42 Day 48 13066.44 30-90 Days S-2 14688.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109620.41 Day 48 10701.27 91-180 Days S-3 2250.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104505.04 Day 48 6694.97 91-180 Days S-4 16417.36 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90961.75 Day 48 5883.84 Open S-5 8893.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6720.39 Day 48 406.04 <30 Days S-6 578.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10050.97 Day 48 1233.89 <30 Days S-7 183.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23259.49 Day 49 2539.58 <30 Days A-0-Q 2873.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14350.44 Day 49 1294.29 Open A-1-Q 2454.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53091.36 Day 49 2306.04 <30 Days A-2-Q 9084.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81530.05 Day 49 6679.23 30-90 Days A-3-Q 10466.31 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53571.23 Day 49 4970.74 91-180 Days A-4-Q 8248.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44762.33 Day 49 2854.67 91-180 Days A-5-Q 5967.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65285.83 Day 49 765.22 30-90 Days CB-1-Q 543.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15543.88 Day 49 1196.70 91-180 Days CB-2-Q 2984.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52584.52 Day 49 7654.50 91-180 Days S-1-Q 4801.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22736.55 Day 49 2045.96 30-90 Days S-2-Q 827.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59969.13 Day 49 3266.94 Open S-3-Q 10783.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77594.00 Day 49 8167.02 30-90 Days S-4-Q 4202.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41436.51 Day 49 3031.18 Open CB-3-Q 4408.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98174.59 Day 49 6131.78 <30 Days G-1-Q 9491.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47310.22 Day 49 2327.88 Open G-2-Q 3232.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86115.18 Day 49 2510.12 <30 Days G-3-Q 9175.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82403.37 Day 49 7733.81 91-180 Days S-5-Q 9039.09 Yes Liberty Mortgage Services Corp. Legal