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 Yes 49127.59 Day 11 7177.53 <30 Days S-3-Q 269.47 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14016.47 Day 11 446.05 <30 Days S-4-Q 2193.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1368.99 Day 11 20.81 Open CB-3-Q 172.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46992.24 Day 11 1819.72 91-180 Days G-1-Q 6849.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12496.64 Day 11 391.44 <30 Days G-2-Q 1785.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72291.77 Day 11 550.97 <30 Days G-3-Q 11962.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89012.66 Day 11 10422.27 Open S-5-Q 5391.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73514.94 Day 11 10197.71 91-180 Days S-6-Q 7001.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106851.00 Day 11 9948.06 30-90 Days S-7-Q 5986.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22143.49 Day 11 1319.50 <30 Days E-1-Q 1509.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73215.26 Day 11 2562.76 <30 Days E-2-Q 7286.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34482.99 Day 11 1727.07 30-90 Days IG-1-Q 5272.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14413.96 Day 11 1522.97 Open IG-2-Q 2751.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10902.01 Day 11 808.20 91-180 Days C-1 577.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70781.15 Day 11 7636.85 Open CB-4 2022.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39249.80 Day 11 2318.35 Open E-10 2143.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22827.80 Day 11 1020.12 Open E-3 2820.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94265.72 Day 11 6712.06 Open E-4 30.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30553.06 Day 11 3513.71 91-180 Days E-5 1898.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6921.11 Day 11 473.17 91-180 Days E-6 798.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59815.08 Day 11 1287.49 30-90 Days E-7 513.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9577.43 Day 11 682.31 Open E-8 1280.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106161.22 Day 11 10716.58 <30 Days E-9 20150.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79221.28 Day 11 9378.10 91-180 Days G-4 11858.63 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39481.51 Day 11 3371.82 30-90 Days IG-3 2513.78 No Treasury