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 9987.24 Day 57 259.81 91-180 Days S-2 428.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 59195.07 Day 57 7436.11 30-90 Days S-3 2975.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 3423.63 Day 57 268.14 <30 Days S-4 551.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 25344.23 Day 57 1686.65 91-180 Days S-5 606.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 76951.87 Day 57 7280.95 Open S-6 5989.85 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 53841.46 Day 57 5295.45 Open S-7 8991.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 18188.77 Day 58 620.25 <30 Days A-0-Q 1522.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 62587.30 Day 58 1738.36 <30 Days A-1-Q 1783.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 424.65 Day 58 24.92 91-180 Days A-2-Q 51.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 57080.12 Day 58 4240.95 <30 Days A-3-Q 7021.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 101802.95 Day 58 8317.74 Open A-4-Q 11478.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 102585.63 Day 58 14867.36 91-180 Days A-5-Q 9706.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 57051.43 Day 58 101.23 91-180 Days CB-1-Q 9733.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 39134.77 Day 58 1793.35 91-180 Days CB-2-Q 7530.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 33862.28 Day 58 350.79 Open S-1-Q 6644.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 48523.64 Day 58 5227.55 Open S-2-Q 6799.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 87411.05 Day 58 3363.45 <30 Days S-3-Q 6112.23 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 108665.40 Day 58 8149.46 <30 Days S-4-Q 7481.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 100831.24 Day 58 13214.79 Open CB-3-Q 6577.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 64854.07 Day 58 5432.49 Open G-1-Q 9904.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 28488.37 Day 58 529.76 91-180 Days G-2-Q 619.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 37544.20 Day 58 2180.00 30-90 Days G-3-Q 3140.19 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 101614.65 Day 58 11762.05 <30 Days S-5-Q 10875.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 312.28 Day 58 19.65 91-180 Days S-6-Q 29.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 25915.67 Day 58 1265.78 91-180 Days S-7-Q 3957.12 No Risk Management