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 92204.89 180 - 270 Days 931.43 Open S-7-Q 5979.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21144.99 180 - 270 Days 916.47 <30 Days E-1-Q 2646.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87666.07 180 - 270 Days 1831.98 Open E-2-Q 9500.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105314.23 180 - 270 Days 11691.13 30-90 Days IG-1-Q 11678.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61284.67 180 - 270 Days 7763.27 91-180 Days IG-2-Q 3577.83 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35657.95 180 - 270 Days 5060.31 <30 Days C-1 597.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50893.27 180 - 270 Days 1361.66 91-180 Days CB-4 8323.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74513.91 180 - 270 Days 10767.48 <30 Days E-10 1027.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77503.03 180 - 270 Days 4550.78 Open E-3 4496.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112474.68 180 - 270 Days 6738.81 <30 Days E-4 1081.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45470.10 180 - 270 Days 1269.76 <30 Days E-5 1063.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70906.43 180 - 270 Days 7919.08 91-180 Days E-6 4027.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76341.92 180 - 270 Days 6329.79 30-90 Days E-7 10595.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 42827.17 180 - 270 Days 5862.90 30-90 Days E-8 1684.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34212.57 180 - 270 Days 4707.43 91-180 Days E-9 4763.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3104.67 180 - 270 Days 193.92 30-90 Days G-4 446.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13418.11 180 - 270 Days 1287.86 30-90 Days IG-3 899.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13877.43 180 - 270 Days 596.35 30-90 Days IG-4 1347.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46755.20 180 - 270 Days 4471.23 91-180 Days IG-5 9302.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104566.58 180 - 270 Days 5778.71 91-180 Days IG-6 10087.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1188.40 180 - 270 Days 16.62 91-180 Days IG-7 9.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56371.28 180 - 270 Days 7653.81 <30 Days IG-8 8537.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16026.90 180 - 270 Days 1676.85 <30 Days L-1 907.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53653.23 180 - 270 Days 3293.47 30-90 Days L-10 4490.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33038.48 180 - 270 Days 2895.26 <30 Days L-11 4222.96 Yes Liberty Mortgage Services Corp. Finance