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 49094.00 180 - 270 Days 2332.01 <30 Days CB-3-Q 9294.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9968.56 180 - 270 Days 237.80 30-90 Days G-1-Q 1459.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83518.77 180 - 270 Days 7115.37 30-90 Days G-2-Q 14258.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77915.06 180 - 270 Days 1071.94 Open G-3-Q 14595.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63885.79 180 - 270 Days 7319.38 Open S-5-Q 8013.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 20591.93 180 - 270 Days 1014.88 Open S-6-Q 3452.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 32069.21 180 - 270 Days 3119.75 30-90 Days S-7-Q 3144.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82051.75 180 - 270 Days 8665.20 Open E-1-Q 6973.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57634.61 180 - 270 Days 7361.39 Open E-2-Q 1640.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82018.30 180 - 270 Days 6445.03 Open IG-1-Q 7352.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5475.46 180 - 270 Days 481.53 Open IG-2-Q 998.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4581.34 180 - 270 Days 130.44 Open C-1 420.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92203.50 180 - 270 Days 10534.22 Open CB-4 4654.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71491.64 180 - 270 Days 6267.66 30-90 Days E-10 8276.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24190.57 180 - 270 Days 427.85 91-180 Days E-3 3082.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36525.50 180 - 270 Days 1880.74 Open E-4 3980.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55252.80 180 - 270 Days 4283.91 91-180 Days E-5 9474.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89821.69 180 - 270 Days 4472.79 <30 Days E-6 10692.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17183.35 180 - 270 Days 1193.08 91-180 Days E-7 2982.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14863.28 180 - 270 Days 1061.96 <30 Days E-8 1889.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76477.92 180 - 270 Days 11444.92 91-180 Days E-9 14057.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64198.75 180 - 270 Days 1341.03 91-180 Days G-4 6870.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102638.74 180 - 270 Days 12310.65 Open IG-3 17151.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25307.77 180 - 270 Days 1896.87 Open IG-4 3047.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6528.42 180 - 270 Days 69.04 Open IG-5 703.25 No Operations