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 98978.79 >= 1 Yr <= 2 Yr 11515.05 <30 Days G-3-Q 1814.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32004.51 >= 1 Yr <= 2 Yr 1244.00 <30 Days S-5-Q 1299.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110627.19 >= 1 Yr <= 2 Yr 13904.66 Open S-6-Q 13411.68 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73669.39 >= 1 Yr <= 2 Yr 4028.82 30-90 Days S-7-Q 13019.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20447.83 >= 1 Yr <= 2 Yr 1029.64 30-90 Days E-1-Q 2638.77 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107793.68 >= 1 Yr <= 2 Yr 7733.23 30-90 Days E-2-Q 12901.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64965.35 >= 1 Yr <= 2 Yr 2173.88 <30 Days IG-1-Q 1742.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20517.70 >= 1 Yr <= 2 Yr 1741.40 91-180 Days IG-2-Q 1448.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66739.65 >= 1 Yr <= 2 Yr 8869.95 Open C-1 6525.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106229.23 >= 1 Yr <= 2 Yr 8251.10 91-180 Days CB-4 17247.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81848.34 >= 1 Yr <= 2 Yr 2623.39 Open E-10 6830.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26402.01 >= 1 Yr <= 2 Yr 2696.06 91-180 Days E-3 3337.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60826.24 >= 1 Yr <= 2 Yr 8434.12 <30 Days E-4 6082.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47329.30 >= 1 Yr <= 2 Yr 2111.90 <30 Days E-5 198.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43920.47 >= 1 Yr <= 2 Yr 788.92 91-180 Days E-6 5290.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111576.20 >= 1 Yr <= 2 Yr 9940.98 Open E-7 16262.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52515.07 >= 1 Yr <= 2 Yr 5651.01 Open E-8 6227.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25727.42 >= 1 Yr <= 2 Yr 1691.15 <30 Days E-9 4688.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31355.73 >= 1 Yr <= 2 Yr 4615.14 Open G-4 1912.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44102.95 >= 1 Yr <= 2 Yr 4955.85 30-90 Days IG-3 7273.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78740.68 >= 1 Yr <= 2 Yr 96.23 <30 Days IG-4 12268.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107284.67 >= 1 Yr <= 2 Yr 5105.25 91-180 Days IG-5 676.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73653.20 >= 1 Yr <= 2 Yr 7189.26 <30 Days IG-6 6337.65 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99545.90 >= 1 Yr <= 2 Yr 7561.39 <30 Days IG-7 5428.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21376.79 >= 1 Yr <= 2 Yr 1777.88 91-180 Days IG-8 3291.84 No Legal