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 No 16680.10 Day 17 1728.07 Open Z-1 2907.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35780.63 Day 17 426.66 Open A-2 609.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69882.92 Day 17 3803.49 91-180 Days A-3 2426.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21135.50 Day 17 1035.17 91-180 Days A-4 413.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32070.04 Day 17 609.01 <30 Days A-5 6209.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103637.58 Day 17 505.78 30-90 Days CB-1 3949.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71448.85 Day 17 8231.50 <30 Days CB-2 6959.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1160.68 Day 17 61.18 30-90 Days CB-3 30.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50121.23 Day 17 4229.63 91-180 Days E-1 3971.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10527.38 Day 17 353.32 <30 Days E-2 726.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54745.24 Day 17 2109.56 Open G-1 9198.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22873.83 Day 17 2524.49 <30 Days G-2 2853.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67366.06 Day 17 4607.57 <30 Days G-3 11488.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48394.25 Day 17 6512.87 30-90 Days IG-1 5151.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68621.30 Day 17 3607.45 <30 Days IG-2 10479.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84966.64 Day 17 193.43 91-180 Days S-1 11973.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49380.04 Day 17 3387.55 <30 Days S-2 6066.95 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71503.55 Day 17 1063.13 30-90 Days S-3 831.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100545.17 Day 17 10745.22 <30 Days S-4 2274.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61843.19 Day 17 4883.87 <30 Days S-5 10664.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67043.77 Day 17 9182.43 Open S-6 7680.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21468.46 Day 17 2628.98 30-90 Days S-7 2501.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38947.43 Day 18 4116.19 Open A-0-Q 6331.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12093.43 Day 18 87.08 Open A-1-Q 1181.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107234.42 Day 18 10843.40 <30 Days A-2-Q 18335.02 No Treasury