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 Bank Yes 2764.43 Day 9 271.72 30-90 Days N-2 457.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105157.42 Day 9 4717.26 91-180 Days N-3 18286.76 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14701.05 Day 9 102.03 30-90 Days N-4 1348.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105940.42 Day 9 4591.32 <30 Days N-5 19426.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19457.92 Day 9 1464.40 91-180 Days N-6 1608.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99681.65 Day 9 8155.76 <30 Days N-7 5551.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6775.74 Day 9 199.60 30-90 Days P-1 323.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93924.88 Day 9 2590.66 <30 Days P-2 1052.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53405.62 Day 9 1279.12 30-90 Days S-8 3219.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30065.13 Day 9 1112.58 Open Y-1 3261.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77062.19 Day 9 10845.24 <30 Days Y-2 2788.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54158.00 Day 9 2955.37 Open Y-3 8160.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12582.84 Day 9 1753.69 <30 Days Y-4 1859.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11580.72 Day 9 626.88 91-180 Days Z-1 712.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109533.41 Day 9 7045.59 Open A-2 11733.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107614.34 Day 9 1884.09 <30 Days A-3 815.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5072.37 Day 9 106.39 <30 Days A-4 374.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8676.51 Day 9 614.36 91-180 Days A-5 884.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110547.07 Day 9 7018.55 <30 Days CB-1 5384.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107798.52 Day 9 5060.47 <30 Days CB-2 21123.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85872.41 Day 9 2093.42 Open CB-3 10653.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22449.22 Day 9 591.40 91-180 Days E-1 3922.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63728.72 Day 9 2703.39 <30 Days E-2 9659.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32231.48 Day 9 3643.54 30-90 Days G-1 4098.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106822.55 Day 9 14967.59 91-180 Days G-2 19304.73 Yes Liberty Mortgage Services Corp. Treasury