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 89970.08 Day 30 6201.92 Open IG-4 15585.00 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45950.09 Day 30 5562.19 91-180 Days IG-5 732.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97895.75 Day 30 2970.97 <30 Days IG-6 7050.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88444.80 Day 30 5504.14 Open IG-7 3171.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8627.05 Day 30 403.66 <30 Days IG-8 896.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62478.61 Day 30 1320.88 91-180 Days L-1 12396.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84651.36 Day 30 1200.79 30-90 Days L-10 12257.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67743.51 Day 30 2394.39 30-90 Days L-11 3534.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55726.14 Day 30 7335.16 Open L-2 8255.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41153.60 Day 30 3675.97 Open L-3 7065.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58748.18 Day 30 4452.46 <30 Days L-4 3509.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88129.90 Day 30 9846.48 <30 Days L-5 8412.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18336.09 Day 30 2035.11 30-90 Days L-6 1965.10 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78681.80 Day 30 7131.32 Open L-7 1342.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109675.24 Day 30 14558.53 91-180 Days L-8 16240.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107197.09 Day 30 1672.98 Open L-9 11078.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112365.53 Day 30 2187.69 91-180 Days LC-1 14146.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54497.51 Day 30 1859.80 Open LC-2 10114.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6944.29 Day 30 865.37 91-180 Days N-1 290.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32669.23 Day 30 1114.42 91-180 Days N-2 5382.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9992.30 Day 30 379.41 Open N-3 1674.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53336.70 Day 30 5488.18 91-180 Days N-4 675.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36164.60 Day 30 2646.05 <30 Days N-5 4824.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91048.40 Day 30 5126.85 30-90 Days N-6 8828.77 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86005.55 Day 30 12571.06 30-90 Days N-7 1398.17 Yes Liberty Mortgage Services Corp. Operations