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 2131.40 Day 11 89.76 <30 Days E-3 17.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26296.48 Day 11 1181.78 91-180 Days E-4 1324.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87498.45 Day 11 390.57 Open E-5 14431.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65309.02 Day 11 6787.66 91-180 Days E-6 7449.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97503.25 Day 11 9739.26 Open E-7 2386.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22479.22 Day 11 1004.40 91-180 Days E-8 3889.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36714.10 Day 11 109.59 <30 Days E-9 1877.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111035.49 Day 11 772.63 Open G-4 12036.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45316.51 Day 11 6598.43 30-90 Days IG-3 6300.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75375.22 Day 11 11118.73 <30 Days IG-4 9375.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82468.81 Day 11 1261.06 91-180 Days IG-5 13015.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85467.44 Day 11 5830.45 Open IG-6 6391.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1625.07 Day 11 205.39 91-180 Days IG-7 254.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80354.18 Day 11 9978.26 Open IG-8 6523.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103802.13 Day 11 974.69 Open L-1 1790.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79530.26 Day 11 4883.16 <30 Days L-10 1020.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30684.57 Day 11 4458.41 91-180 Days L-11 3200.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77107.71 Day 11 4969.98 30-90 Days L-2 11125.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107665.48 Day 11 3742.40 <30 Days L-3 5681.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89249.48 Day 11 9250.13 91-180 Days L-4 14509.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32320.93 Day 11 627.92 91-180 Days L-5 3697.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39819.89 Day 11 775.82 <30 Days L-6 4519.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104332.01 Day 11 8382.20 30-90 Days L-7 10689.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61817.25 Day 11 3774.34 Open L-8 145.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109303.53 Day 11 15101.37 <30 Days L-9 13960.89 Yes Liberty Mortgage Services Corp. Risk Management