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 Yes 62284.97 Day 16 7314.18 Open N-5 11388.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 58425.80 Day 16 6112.35 Open N-6 6514.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 37439.10 Day 16 2401.48 <30 Days N-7 2252.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 84307.49 Day 16 6178.88 Open P-1 3945.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 71868.11 Day 16 572.42 Open P-2 1177.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 50866.91 Day 16 3772.58 30-90 Days S-8 2554.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 10730.14 Day 16 513.33 91-180 Days Y-1 1669.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 91518.03 Day 16 9856.15 30-90 Days Y-2 1352.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 107338.33 Day 16 13162.15 91-180 Days Y-3 12838.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 85806.08 Day 16 6748.98 Open Y-4 4816.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 56700.21 Day 16 1290.82 Open Z-1 1223.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 36209.75 Day 16 4083.02 30-90 Days A-2 1932.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 9343.43 Day 16 483.90 91-180 Days A-3 1719.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 57444.05 Day 16 7869.04 <30 Days A-4 8520.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 10602.93 Day 16 1078.67 91-180 Days A-5 1122.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 52353.54 Day 16 6875.20 <30 Days CB-1 4881.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 58155.22 Day 16 2402.95 30-90 Days CB-2 9613.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 93958.73 Day 16 9109.85 <30 Days CB-3 13554.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 77168.61 Day 16 3495.91 30-90 Days E-1 5136.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 106916.09 Day 16 5869.53 Open E-2 12860.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 41803.42 Day 16 4206.94 30-90 Days G-1 4313.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 66656.80 Day 16 9911.63 Open G-2 6181.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 42769.57 Day 16 355.50 30-90 Days G-3 4423.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 53918.12 Day 16 7444.78 <30 Days IG-1 788.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 7577.44 Day 16 845.91 91-180 Days IG-2 439.34 Yes Liberty Mortgage Services Corp. Operations