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 Retail No 45317.24 Day 60 6131.38 30-90 Days N-3 2301.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63019.87 Day 60 5981.47 91-180 Days N-4 9869.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79435.84 Day 60 1285.92 <30 Days N-5 12286.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44479.95 Day 60 2683.71 Open N-6 2621.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21670.77 Day 60 2143.59 Open N-7 40.06 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7671.24 Day 60 591.71 30-90 Days P-1 759.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27985.52 Day 60 3008.99 Open P-2 3021.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98289.96 Day 60 12214.81 <30 Days S-8 15082.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104912.09 Day 60 9877.30 <30 Days Y-1 19970.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77678.01 Day 60 8278.44 <30 Days Y-2 366.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22796.64 Day 60 1254.15 91-180 Days Y-3 766.83 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58035.54 Day 60 8383.79 <30 Days Y-4 3528.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67288.98 Day 60 3609.45 <30 Days Z-1 7560.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56662.64 Day 60 5191.71 30-90 Days A-2 10670.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39619.08 Day 60 5938.88 <30 Days A-3 1555.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53582.05 Day 60 4630.12 <30 Days A-4 5935.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70988.35 Day 60 5205.63 Open A-5 9503.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26197.09 Day 60 2894.51 91-180 Days CB-1 5052.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69334.56 Day 60 8760.44 30-90 Days CB-2 6686.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81680.81 Day 60 11402.93 Open CB-3 6481.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29042.50 Day 60 3390.72 30-90 Days E-1 2474.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 167.71 Day 60 2.32 <30 Days E-2 0.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41427.83 Day 60 5701.50 Open G-1 7814.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77014.46 Day 60 962.54 30-90 Days G-2 13769.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23167.35 Day 60 2754.31 Open G-3 3651.25 Yes Liberty Mortgage Services Corp. Legal