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 23530.87 Day 53 1611.57 <30 Days G-1-Q 1415.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100432.39 Day 53 7828.02 Open G-2-Q 16957.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23272.95 Day 53 2577.62 30-90 Days G-3-Q 463.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24865.54 Day 53 2940.23 <30 Days S-5-Q 1031.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108605.41 Day 53 626.97 91-180 Days S-6-Q 12891.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81877.38 Day 53 5569.20 30-90 Days S-7-Q 7796.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11872.11 Day 53 1628.89 <30 Days E-1-Q 1073.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66740.09 Day 53 5608.68 Open E-2-Q 4239.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102111.45 Day 53 12947.24 30-90 Days IG-1-Q 123.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12367.05 Day 53 1717.52 30-90 Days IG-2-Q 1798.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56100.07 Day 53 3485.35 Open C-1 3035.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20568.03 Day 53 1583.31 30-90 Days CB-4 3751.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30653.81 Day 53 2583.24 30-90 Days E-10 1046.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84937.14 Day 53 2501.90 <30 Days E-3 1482.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61398.24 Day 53 4480.80 91-180 Days E-4 5332.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50069.64 Day 53 4478.93 Open E-5 7997.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100096.11 Day 53 9259.70 <30 Days E-6 18496.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19904.69 Day 53 2957.79 91-180 Days E-7 1533.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45043.76 Day 53 178.29 <30 Days E-8 1893.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66253.89 Day 53 5145.74 <30 Days E-9 3282.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32491.21 Day 53 2750.33 Open G-4 3530.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105671.44 Day 53 13825.93 91-180 Days IG-3 19000.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 36963.71 Day 53 3821.91 91-180 Days IG-4 5074.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1574.27 Day 53 8.50 Open IG-5 71.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109930.55 Day 53 5436.24 30-90 Days IG-6 9039.66 Yes Liberty Capital Markets Inc. Risk Management