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 MDB Yes 83147.86 Day 1 4694.34 91-180 Days G-4 1578.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111838.72 Day 1 11829.40 30-90 Days IG-3 16202.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84282.56 Day 1 64.27 91-180 Days IG-4 13400.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77230.25 Day 1 2401.24 30-90 Days IG-5 13936.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29228.92 Day 1 2639.43 Open IG-6 4572.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20256.42 Day 1 1573.91 91-180 Days IG-7 333.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94452.30 Day 1 2991.95 Open IG-8 798.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95777.60 Day 1 3995.83 91-180 Days L-1 7510.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94166.35 Day 1 3880.78 Open L-10 4727.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78081.38 Day 1 5746.71 30-90 Days L-11 5733.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36030.46 Day 1 833.18 Open L-2 616.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48111.69 Day 1 6967.95 Open L-3 1279.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39618.69 Day 1 2979.57 <30 Days L-4 4841.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23205.63 Day 1 993.28 91-180 Days L-5 3183.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15057.36 Day 1 588.51 30-90 Days L-6 2268.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105507.47 Day 1 9339.74 91-180 Days L-7 1485.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57156.00 Day 1 7399.96 <30 Days L-8 9406.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80538.62 Day 1 8901.07 30-90 Days L-9 3756.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57766.49 Day 1 480.78 91-180 Days LC-1 9398.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6233.22 Day 1 899.79 <30 Days LC-2 309.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46593.74 Day 1 6551.55 <30 Days N-1 3674.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95065.53 Day 1 1380.03 91-180 Days N-2 11556.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 253.91 Day 1 31.59 30-90 Days N-3 6.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53155.71 Day 1 1449.28 <30 Days N-4 8261.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22315.09 Day 1 89.13 30-90 Days N-5 2400.26 Yes Liberty International Finance Ltd. Risk Management