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 13356.03 Day 23 999.30 30-90 Days E-10 46.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96710.30 Day 23 10019.34 30-90 Days E-3 6268.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35339.08 Day 23 4813.62 <30 Days E-4 4036.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30907.02 Day 23 4153.90 91-180 Days E-5 4006.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103812.52 Day 23 6241.08 Open E-6 16939.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35674.39 Day 23 1090.27 Open E-7 3854.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104637.66 Day 23 15425.56 30-90 Days E-8 15137.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6255.50 Day 23 790.78 30-90 Days E-9 54.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61250.93 Day 23 6696.30 91-180 Days G-4 9305.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88511.03 Day 23 4823.18 30-90 Days IG-3 4316.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41677.87 Day 23 693.63 Open IG-4 7369.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98540.89 Day 23 9581.97 Open IG-5 14358.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106745.47 Day 23 11455.24 30-90 Days IG-6 15506.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6992.43 Day 23 551.46 91-180 Days IG-7 35.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73916.20 Day 23 700.60 <30 Days IG-8 13927.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56895.19 Day 23 1899.83 <30 Days L-1 2075.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69660.41 Day 23 6834.55 91-180 Days L-10 4057.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9407.75 Day 23 1088.35 91-180 Days L-11 962.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107489.55 Day 23 10178.28 91-180 Days L-2 1873.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14145.15 Day 23 1671.80 Open L-3 302.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88979.45 Day 23 6.24 Open L-4 4096.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70508.57 Day 23 7385.75 Open L-5 4295.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30461.79 Day 23 2975.61 <30 Days L-6 813.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112587.77 Day 23 9179.03 Open L-7 21548.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23488.23 Day 23 12.83 30-90 Days L-8 4001.72 No Legal