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 Yes 5377.45 Day 18 449.92 30-90 Days S-7-Q 143.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79104.06 Day 18 6788.86 30-90 Days E-1-Q 2503.29 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52485.50 Day 18 938.59 <30 Days E-2-Q 5838.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23875.22 Day 18 1222.15 Open IG-1-Q 526.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106802.44 Day 18 5746.79 Open IG-2-Q 14961.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43380.44 Day 18 6033.97 <30 Days C-1 4081.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27404.76 Day 18 2445.84 91-180 Days CB-4 1233.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57539.38 Day 18 5575.46 Open E-10 6358.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91789.64 Day 18 8421.26 <30 Days E-3 14344.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62452.23 Day 18 4397.15 <30 Days E-4 5321.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55170.30 Day 18 5960.85 91-180 Days E-5 1935.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41049.79 Day 18 2240.32 30-90 Days E-6 7868.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18583.91 Day 18 1263.68 30-90 Days E-7 2812.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76352.33 Day 18 11312.23 30-90 Days E-8 7640.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24853.86 Day 18 3603.27 30-90 Days E-9 4606.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29551.16 Day 18 2896.38 30-90 Days G-4 4330.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69514.63 Day 18 7210.64 <30 Days IG-3 1150.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6835.90 Day 18 934.58 30-90 Days IG-4 944.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83716.12 Day 18 7519.65 30-90 Days IG-5 6947.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23071.52 Day 18 2565.73 Open IG-6 2148.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51197.44 Day 18 931.97 30-90 Days IG-7 1140.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108335.85 Day 18 100.70 <30 Days IG-8 9298.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14798.22 Day 18 1634.69 91-180 Days L-1 2079.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108288.37 Day 18 4347.47 <30 Days L-10 8931.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15132.29 Day 18 395.99 <30 Days L-11 2709.71 Yes Liberty Capital Markets Inc. Risk Management