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 10228.55 Day 5 102.48 30-90 Days E-10 1336.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71598.63 Day 5 7813.68 Open E-3 7825.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32488.82 Day 5 2765.21 30-90 Days E-4 6211.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113664.15 Day 5 9582.46 30-90 Days E-5 4104.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45696.32 Day 5 3977.54 91-180 Days E-6 6330.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53590.23 Day 5 1306.61 Open E-7 6710.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69245.57 Day 5 2120.52 Open E-8 8022.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73651.79 Day 5 5046.85 91-180 Days E-9 11432.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40953.93 Day 5 3406.79 91-180 Days G-4 1381.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77810.99 Day 5 5775.53 <30 Days IG-3 6796.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108173.09 Day 5 3461.30 <30 Days IG-4 6872.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110515.65 Day 5 3229.55 Open IG-5 9967.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91450.92 Day 5 11992.70 91-180 Days IG-6 8253.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35349.08 Day 5 4395.55 30-90 Days IG-7 3387.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79643.88 Day 5 3539.52 <30 Days IG-8 11074.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13460.05 Day 5 1412.30 91-180 Days L-1 2067.36 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 9741.27 Day 5 1379.08 Open L-10 1052.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37019.54 Day 5 4612.02 91-180 Days L-11 5731.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26335.06 Day 5 3680.00 Open L-2 4671.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25654.54 Day 5 1726.48 Open L-3 890.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78077.34 Day 5 10859.55 30-90 Days L-4 2715.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92512.19 Day 5 3142.79 <30 Days L-5 5813.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109952.55 Day 5 3134.07 Open L-6 869.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11739.30 Day 5 1304.84 91-180 Days L-7 454.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68943.17 Day 5 2078.59 Open L-8 10336.29 No Legal