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 Central Bank No 112750.64 Day 6 16080.80 Open A-5-Q 16350.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42492.91 Day 6 2819.43 <30 Days CB-1-Q 6698.17 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62895.51 Day 6 4605.73 <30 Days CB-2-Q 2858.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26730.64 Day 6 2258.36 30-90 Days S-1-Q 868.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 86015.85 Day 6 11634.76 30-90 Days S-2-Q 12443.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45485.92 Day 6 3909.83 Open S-3-Q 2131.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111985.04 Day 6 15115.81 30-90 Days S-4-Q 20728.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17403.03 Day 6 1425.11 Open CB-3-Q 813.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37412.35 Day 6 5226.57 <30 Days G-1-Q 5080.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 33068.15 Day 6 4744.07 30-90 Days G-2-Q 2610.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95607.91 Day 6 5726.76 <30 Days G-3-Q 5295.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53735.35 Day 6 4799.02 30-90 Days S-5-Q 1518.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14457.34 Day 6 714.96 Open S-6-Q 1704.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 43228.85 Day 6 6203.20 91-180 Days S-7-Q 7734.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25340.96 Day 6 282.79 91-180 Days E-1-Q 2498.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39843.95 Day 6 4768.28 Open E-2-Q 4310.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109835.82 Day 6 2664.55 Open IG-1-Q 2780.60 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2381.84 Day 6 129.95 91-180 Days IG-2-Q 465.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91077.21 Day 6 813.10 30-90 Days C-1 1583.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49766.74 Day 6 6239.55 Open CB-4 6262.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 85492.00 Day 6 9338.62 30-90 Days E-10 24.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32670.01 Day 6 897.26 30-90 Days E-3 4530.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6858.26 Day 6 1026.90 30-90 Days E-4 696.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13392.19 Day 6 687.81 91-180 Days E-5 542.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 68567.07 Day 6 5562.92 <30 Days E-6 3636.97 No Legal