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 102834.69 Day 24 12294.15 Open S-4-Q 6697.02 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82642.85 Day 24 10737.49 Open CB-3-Q 2005.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43867.39 Day 24 1435.69 91-180 Days G-1-Q 2057.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77898.95 Day 24 6251.14 Open G-2-Q 11400.11 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15211.09 Day 24 906.95 91-180 Days G-3-Q 1253.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73129.29 Day 24 2378.81 Open S-5-Q 6549.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89057.52 Day 24 11903.67 Open S-6-Q 2339.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108282.98 Day 24 7465.78 Open S-7-Q 20217.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79605.78 Day 24 11249.28 <30 Days E-1-Q 11842.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20528.34 Day 24 1510.01 <30 Days E-2-Q 333.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111325.40 Day 24 9385.70 91-180 Days IG-1-Q 10620.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50837.30 Day 24 1330.63 <30 Days IG-2-Q 2872.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4258.24 Day 24 255.91 <30 Days C-1 660.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80897.66 Day 24 8559.84 <30 Days CB-4 11654.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27473.15 Day 24 188.65 Open E-10 2369.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98809.18 Day 24 14372.92 Open E-3 1560.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86952.54 Day 24 12890.02 30-90 Days E-4 14565.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92333.58 Day 24 13173.78 Open E-5 514.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13581.33 Day 24 1868.85 Open E-6 856.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77690.39 Day 24 9723.14 <30 Days E-7 8024.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21109.78 Day 24 562.45 30-90 Days E-8 940.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6138.63 Day 24 565.89 30-90 Days E-9 261.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91883.44 Day 24 44.95 Open G-4 10019.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100887.42 Day 24 7318.08 <30 Days IG-3 14967.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55618.89 Day 24 1715.78 91-180 Days IG-4 5748.38 Yes Liberty Mortgage Services Corp. Finance