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 MDB No 3305.79 Day 20 428.23 Open S-6-Q 443.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69603.74 Day 20 4553.29 Open S-7-Q 11029.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45397.23 Day 20 4329.49 91-180 Days E-1-Q 7945.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95141.84 Day 20 5874.34 30-90 Days E-2-Q 10347.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28830.37 Day 20 234.25 <30 Days IG-1-Q 2212.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58300.31 Day 20 7155.26 <30 Days IG-2-Q 9142.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72796.72 Day 20 4520.26 30-90 Days C-1 4634.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46358.70 Day 20 5107.99 30-90 Days CB-4 8590.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103722.43 Day 20 10553.05 Open E-10 309.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70750.08 Day 20 6610.22 Open E-3 8026.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48827.27 Day 20 6030.87 91-180 Days E-4 2627.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48218.16 Day 20 5363.29 Open E-5 8492.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57813.90 Day 20 8455.87 <30 Days E-6 8270.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71005.63 Day 20 8323.08 91-180 Days E-7 2753.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71729.55 Day 20 5847.49 Open E-8 9216.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51355.13 Day 20 2712.08 30-90 Days E-9 7910.29 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108673.97 Day 20 8417.14 Open G-4 13282.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71833.65 Day 20 10603.10 91-180 Days IG-3 8205.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82556.26 Day 20 485.23 <30 Days IG-4 9659.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102172.99 Day 20 3652.29 <30 Days IG-5 17803.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88866.23 Day 20 1477.49 91-180 Days IG-6 14668.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40585.60 Day 20 5532.88 Open IG-7 4886.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59328.83 Day 20 8671.49 30-90 Days IG-8 8727.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82876.40 Day 20 4737.42 30-90 Days L-1 3790.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64269.64 Day 20 4117.68 91-180 Days L-10 3884.66 No Legal