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 74953.73 Day 21 9288.53 91-180 Days LC-1 1125.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94516.04 Day 21 6148.54 30-90 Days LC-2 2407.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37559.33 Day 21 4151.82 Open N-1 4037.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17107.61 Day 21 1773.34 Open N-2 1395.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19727.91 Day 21 2863.80 <30 Days N-3 3185.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7577.36 Day 21 108.61 30-90 Days N-4 373.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10018.59 Day 21 740.28 Open N-5 826.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58714.07 Day 21 1224.15 Open N-6 9337.19 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18926.62 Day 21 453.73 Open N-7 3449.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86819.59 Day 21 11341.34 Open P-1 6845.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81044.13 Day 21 8830.12 30-90 Days P-2 12085.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93889.68 Day 21 10276.26 Open S-8 9568.98 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58248.56 Day 21 1053.66 <30 Days Y-1 1051.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59389.40 Day 21 7670.13 91-180 Days Y-2 6257.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24150.34 Day 21 3518.59 Open Y-3 3062.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44875.52 Day 21 1731.19 <30 Days Y-4 6241.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46389.67 Day 21 5630.83 <30 Days Z-1 3938.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61314.69 Day 21 4286.56 <30 Days A-2 1966.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79060.87 Day 21 5581.77 30-90 Days A-3 14843.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33479.81 Day 21 1147.28 <30 Days A-4 1255.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15976.48 Day 21 2293.48 Open A-5 2436.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34802.45 Day 21 2976.18 91-180 Days CB-1 2374.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89364.39 Day 21 4242.83 91-180 Days CB-2 9371.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110560.12 Day 21 4133.78 30-90 Days CB-3 5374.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84917.13 Day 21 82.38 91-180 Days E-1 2371.78 Yes Liberty International Finance Ltd. Treasury