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 Small Business No 66411.93 Day 9 4735.81 <30 Days E-7 2345.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 23408.28 Day 9 2691.54 91-180 Days E-8 2827.60 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 38482.62 Day 9 4300.87 <30 Days E-9 7360.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 75010.33 Day 9 4158.12 <30 Days G-4 11205.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 84871.17 Day 9 8842.10 91-180 Days IG-3 2571.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 20924.06 Day 9 1476.80 Open IG-4 3207.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 110474.53 Day 9 16441.79 <30 Days IG-5 1677.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 111560.90 Day 9 14842.73 30-90 Days IG-6 16832.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 72475.02 Day 9 10663.49 30-90 Days IG-7 5862.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 67201.23 Day 9 5799.59 30-90 Days IG-8 13086.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 64471.06 Day 9 4512.57 30-90 Days L-1 2686.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 73105.18 Day 9 546.62 <30 Days L-10 1198.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 15448.82 Day 9 1603.20 Open L-11 1706.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 105308.67 Day 9 238.82 91-180 Days L-2 13683.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 22876.01 Day 9 2454.84 91-180 Days L-3 3254.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 31917.17 Day 9 846.20 Open L-4 1570.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 67125.52 Day 9 6404.52 91-180 Days L-5 8693.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 62342.68 Day 9 8633.51 91-180 Days L-6 11518.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 5917.72 Day 9 149.52 91-180 Days L-7 112.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 68555.56 Day 9 1876.18 91-180 Days L-8 5220.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 3126.11 Day 9 385.59 30-90 Days L-9 388.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 102094.45 Day 9 5125.94 Open LC-1 15121.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 54453.59 Day 9 2079.63 Open LC-2 4896.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 44920.47 Day 9 5276.54 30-90 Days N-1 5237.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 95077.49 Day 9 7771.37 91-180 Days N-2 8106.64 Yes Liberty International Finance Ltd. Finance