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 Small Business Yes 24375.64 >5 Yr 494.61 <30 Days L-4 3051.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 56944.04 >5 Yr 1214.39 Open L-5 11170.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 11569.03 >5 Yr 1100.42 91-180 Days L-6 1783.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 27182.39 >5 Yr 3216.57 30-90 Days L-7 3678.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28098.08 >5 Yr 1821.69 91-180 Days L-8 4788.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 83793.56 >5 Yr 4604.16 30-90 Days L-9 14630.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28372.92 >5 Yr 4240.09 30-90 Days LC-1 3996.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 66352.19 >5 Yr 1493.11 <30 Days LC-2 2664.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 31304.70 >5 Yr 4028.80 Open N-1 776.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 3265.58 >5 Yr 72.67 Open N-2 28.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 36346.79 >5 Yr 3104.45 Open N-3 6101.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 39263.07 >5 Yr 4957.07 <30 Days N-4 2422.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 16739.30 >5 Yr 1183.53 <30 Days N-5 1194.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 68776.99 >5 Yr 2246.97 <30 Days N-6 498.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 60664.90 >5 Yr 7164.34 30-90 Days N-7 7800.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 20449.06 >5 Yr 521.34 30-90 Days P-1 2758.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 90155.03 >5 Yr 343.10 Open P-2 384.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 32200.82 >5 Yr 2221.34 <30 Days S-8 373.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 35298.06 >5 Yr 2709.77 30-90 Days Y-1 6500.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 87304.23 >5 Yr 7152.56 30-90 Days Y-2 12303.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 111646.80 >5 Yr 12435.41 30-90 Days Y-3 12516.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 19713.58 >5 Yr 922.65 30-90 Days Y-4 3176.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 57497.19 >5 Yr 7386.17 Open Z-1 9018.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 7606.82 >5 Yr 59.89 <30 Days A-2 491.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 4661.08 >5 Yr 299.53 Open A-3 255.34 Yes Liberty International Finance Ltd. Legal