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 73386.75 Day 41 5442.89 <30 Days L-5 3266.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113066.59 Day 41 7793.13 <30 Days L-6 3046.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73891.51 Day 41 8900.20 30-90 Days L-7 198.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75977.90 Day 41 11316.41 <30 Days L-8 7088.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31228.59 Day 41 4133.30 91-180 Days L-9 597.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16887.14 Day 41 805.71 91-180 Days LC-1 1235.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27244.96 Day 41 1128.20 91-180 Days LC-2 4093.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59212.73 Day 41 8253.01 Open N-1 5530.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28402.22 Day 41 387.45 <30 Days N-2 2812.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74382.01 Day 41 8288.43 30-90 Days N-3 3745.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50816.25 Day 41 4358.64 <30 Days N-4 4838.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37765.90 Day 41 3810.47 <30 Days N-5 1533.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33497.28 Day 41 1650.03 91-180 Days N-6 703.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1672.83 Day 41 167.54 30-90 Days N-7 187.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24906.75 Day 41 1148.54 30-90 Days P-1 3805.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19408.90 Day 41 1390.15 91-180 Days P-2 3131.74 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19362.69 Day 41 763.38 <30 Days S-8 1418.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109712.74 Day 41 5513.54 91-180 Days Y-1 17230.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19659.57 Day 41 2361.67 <30 Days Y-2 1259.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72188.50 Day 41 8562.24 <30 Days Y-3 2465.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26068.91 Day 41 491.67 <30 Days Y-4 1257.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47485.60 Day 41 2766.37 91-180 Days Z-1 3322.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5361.43 Day 41 220.89 91-180 Days A-2 1001.06 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6925.48 Day 41 973.29 <30 Days A-3 1317.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32010.05 Day 41 4346.08 30-90 Days A-4 5404.85 Yes Liberty Capital Markets Inc. Operations