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 11388.73 >5 Yr 1580.50 Open S-2-Q 667.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9546.84 >5 Yr 841.19 91-180 Days S-3-Q 767.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50283.49 >5 Yr 6664.81 91-180 Days S-4-Q 277.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90207.79 >5 Yr 2796.60 91-180 Days CB-3-Q 11634.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69809.52 >5 Yr 8680.51 <30 Days G-1-Q 788.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55101.89 >5 Yr 1424.63 Open G-2-Q 775.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22708.65 >5 Yr 52.33 <30 Days G-3-Q 377.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17001.76 >5 Yr 1710.20 30-90 Days S-5-Q 1144.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112974.60 >5 Yr 14176.78 Open S-6-Q 21465.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72674.72 >5 Yr 5481.68 30-90 Days S-7-Q 5842.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105380.91 >5 Yr 5707.61 Open E-1-Q 16061.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113480.86 >5 Yr 506.96 30-90 Days E-2-Q 14749.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16320.99 >5 Yr 415.81 Open IG-1-Q 877.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3008.66 >5 Yr 83.11 <30 Days IG-2-Q 286.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24952.96 >5 Yr 1898.79 91-180 Days C-1 4662.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35324.62 >5 Yr 1690.44 <30 Days CB-4 4860.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70869.88 >5 Yr 8576.94 30-90 Days E-10 795.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99682.86 >5 Yr 11241.75 30-90 Days E-3 4617.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73757.46 >5 Yr 7408.86 30-90 Days E-4 5951.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39336.96 >5 Yr 2936.95 91-180 Days E-5 6555.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16793.88 >5 Yr 2048.91 30-90 Days E-6 628.87 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37169.62 >5 Yr 3305.16 Open E-7 6456.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63257.85 >5 Yr 657.37 <30 Days E-8 12381.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47328.34 >5 Yr 5985.62 30-90 Days E-9 4557.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51780.02 >5 Yr 3293.13 <30 Days G-4 7792.08 No Finance