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 1990.34 Day 49 258.41 91-180 Days IG-3 174.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8007.54 Day 49 969.07 <30 Days IG-4 167.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35424.88 Day 49 342.07 <30 Days IG-5 206.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79197.33 Day 49 9365.90 Open IG-6 15184.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89385.99 Day 49 2973.94 91-180 Days IG-7 10552.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80651.79 Day 49 10849.68 Open IG-8 8440.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53487.61 Day 49 1155.63 91-180 Days L-1 4028.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35378.96 Day 49 2319.78 <30 Days L-10 1848.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79049.46 Day 49 7228.49 <30 Days L-11 6573.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78265.46 Day 49 783.84 <30 Days L-2 2395.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60348.92 Day 49 4692.39 Open L-3 2537.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28991.85 Day 49 935.49 <30 Days L-4 4994.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38978.62 Day 49 2898.74 Open L-5 5125.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98454.96 Day 49 5479.19 <30 Days L-6 2354.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82938.90 Day 49 5379.65 91-180 Days L-7 13983.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105536.45 Day 49 7270.75 30-90 Days L-8 8923.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32179.65 Day 49 1622.75 Open L-9 3222.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89234.78 Day 49 4981.48 91-180 Days LC-1 5057.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85159.96 Day 49 8373.53 30-90 Days LC-2 14626.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85118.17 Day 49 4153.57 Open N-1 16489.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14491.77 Day 49 1258.66 Open N-2 1175.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28126.43 Day 49 2473.34 Open N-3 474.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4043.96 Day 49 267.18 91-180 Days N-4 761.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10122.90 Day 49 383.62 30-90 Days N-5 1428.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20531.67 Day 49 1314.81 <30 Days N-6 2657.02 Yes Liberty Mortgage Services Corp. Risk Management