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 Yes 101306.40 Day 30 5441.70 Open G-1 8351.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61093.85 Day 30 3520.55 30-90 Days G-2 5123.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86847.10 Day 30 9058.50 Open G-3 9154.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62512.67 Day 30 6526.89 <30 Days IG-1 4513.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60389.58 Day 30 7073.49 30-90 Days IG-2 11038.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38345.17 Day 30 4512.06 Open S-1 6007.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67802.12 Day 30 7551.61 91-180 Days S-2 10214.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33078.02 Day 30 3759.18 Open S-3 1707.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43830.65 Day 30 120.66 30-90 Days S-4 6517.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1671.60 Day 30 216.86 <30 Days S-5 114.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101896.94 Day 30 6697.59 91-180 Days S-6 953.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21248.40 Day 30 1677.68 <30 Days S-7 443.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99571.42 Day 31 9850.31 91-180 Days A-0-Q 7811.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63858.69 Day 31 2339.86 30-90 Days A-1-Q 4315.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22380.34 Day 31 2872.09 <30 Days A-2-Q 423.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11413.66 Day 31 361.28 91-180 Days A-3-Q 651.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52935.22 Day 31 2183.43 Open A-4-Q 4742.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107642.14 Day 31 15886.37 30-90 Days A-5-Q 11064.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4084.11 Day 31 576.13 30-90 Days CB-1-Q 354.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12271.35 Day 31 941.27 91-180 Days CB-2-Q 953.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48103.97 Day 31 1481.02 91-180 Days S-1-Q 4661.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 134.67 Day 31 16.92 91-180 Days S-2-Q 7.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94318.14 Day 31 3013.72 91-180 Days S-3-Q 2319.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67306.09 Day 31 9838.88 30-90 Days S-4-Q 9173.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2598.75 Day 31 194.83 <30 Days CB-3-Q 392.95 No Treasury