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 47234.67 Day 58 4375.40 <30 Days E-4 5379.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 82341.76 Day 58 10566.04 Open E-5 7288.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19261.32 Day 58 1685.91 30-90 Days E-6 3803.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102134.92 Day 58 11797.38 Open E-7 4091.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108664.48 Day 58 13415.41 91-180 Days E-8 16796.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65751.11 Day 58 8909.09 30-90 Days E-9 9806.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1290.80 Day 58 145.35 30-90 Days G-4 51.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65741.68 Day 58 2198.92 <30 Days IG-3 2446.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67322.62 Day 58 4503.59 Open IG-4 2300.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30647.90 Day 58 4552.22 <30 Days IG-5 4380.02 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109834.12 Day 58 3820.86 30-90 Days IG-6 2355.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59112.01 Day 58 1122.54 91-180 Days IG-7 6637.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103720.85 Day 58 9320.06 Open IG-8 5581.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34148.92 Day 58 1690.38 <30 Days L-1 2928.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56756.15 Day 58 2045.89 30-90 Days L-10 10864.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31439.23 Day 58 339.31 <30 Days L-11 2446.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10173.47 Day 58 430.68 30-90 Days L-2 1426.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92040.55 Day 58 13450.61 30-90 Days L-3 13268.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24528.29 Day 58 3415.21 <30 Days L-4 1933.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2290.59 Day 58 140.63 30-90 Days L-5 448.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97610.65 Day 58 2349.75 <30 Days L-6 17775.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38184.40 Day 58 3355.04 <30 Days L-7 2587.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64111.28 Day 58 8952.07 30-90 Days L-8 1218.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88859.89 Day 58 7211.21 91-180 Days L-9 7677.27 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23489.74 Day 58 1736.23 30-90 Days LC-1 1602.90 No Operations