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 Retail No 100484.69 61 - 67 Days 14850.44 Open Y-4 17488.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36764.66 61 - 67 Days 157.01 30-90 Days Z-1 2494.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64966.34 61 - 67 Days 462.62 Open A-2 1425.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110878.76 61 - 67 Days 12178.09 Open A-3 18023.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83988.18 61 - 67 Days 2232.27 91-180 Days A-4 6167.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101299.74 61 - 67 Days 1812.50 <30 Days A-5 9066.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5246.97 61 - 67 Days 490.79 91-180 Days CB-1 794.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15282.30 61 - 67 Days 2212.82 30-90 Days CB-2 1101.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42631.08 61 - 67 Days 5660.35 30-90 Days CB-3 819.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111648.91 61 - 67 Days 1217.99 Open E-1 19221.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80893.81 61 - 67 Days 10724.60 91-180 Days E-2 8440.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107695.03 61 - 67 Days 3580.94 <30 Days G-1 10895.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 209.39 61 - 67 Days 25.01 Open G-2 21.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47347.31 61 - 67 Days 6020.82 30-90 Days G-3 8069.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23909.51 61 - 67 Days 2623.09 30-90 Days IG-1 714.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84959.69 61 - 67 Days 10167.28 Open IG-2 7902.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89224.99 61 - 67 Days 2124.78 91-180 Days S-1 630.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72951.81 61 - 67 Days 8185.81 30-90 Days S-2 9851.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38803.86 61 - 67 Days 4801.39 Open S-3 7211.10 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48771.99 61 - 67 Days 2255.26 91-180 Days S-4 3085.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69476.34 61 - 67 Days 10131.70 Open S-5 1415.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89471.88 61 - 67 Days 9509.13 <30 Days S-6 5714.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30136.71 61 - 67 Days 641.30 Open S-7 3853.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34670.53 68 - 74 Days 1945.13 Open A-0-Q 6754.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55948.61 68 - 74 Days 932.66 30-90 Days A-1-Q 6266.59 No Finance