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 66957.54 Day 49 119.82 <30 Days E-1-Q 1629.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102703.84 Day 49 6238.78 91-180 Days E-2-Q 19173.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52929.47 Day 49 6374.30 Open IG-1-Q 2865.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49946.84 Day 49 1779.05 91-180 Days IG-2-Q 2468.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93086.16 Day 49 3974.26 91-180 Days C-1 13476.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80183.88 Day 49 11425.37 30-90 Days CB-4 8760.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35522.88 Day 49 3890.54 Open E-10 690.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104361.19 Day 49 6172.84 Open E-3 923.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18185.32 Day 49 2392.38 <30 Days E-4 472.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94264.04 Day 49 12465.25 91-180 Days E-5 6530.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46669.71 Day 49 848.27 91-180 Days E-6 7548.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12698.86 Day 49 1075.19 91-180 Days E-7 2534.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70415.45 Day 49 6688.10 30-90 Days E-8 12005.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74880.63 Day 49 3757.12 Open E-9 8376.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63471.23 Day 49 2287.89 <30 Days G-4 11313.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3749.33 Day 49 196.48 <30 Days IG-3 559.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1194.06 Day 49 82.46 91-180 Days IG-4 65.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83693.52 Day 49 10276.58 Open IG-5 1784.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38656.52 Day 49 4594.48 91-180 Days IG-6 3909.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18201.00 Day 49 59.04 30-90 Days IG-7 3381.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91435.99 Day 49 11975.77 30-90 Days IG-8 15706.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11097.09 Day 49 602.49 <30 Days L-1 1819.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53051.55 Day 49 2983.84 <30 Days L-10 1575.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93765.80 Day 49 7886.30 30-90 Days L-11 10019.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82826.40 Day 49 1375.99 <30 Days L-2 14983.01 Yes Liberty Mortgage Services Corp. Legal