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 91758.82 Day 39 8832.95 91-180 Days A-1-Q 13072.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76950.00 Day 39 4770.49 30-90 Days A-2-Q 8715.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90848.67 Day 39 13627.03 <30 Days A-3-Q 6963.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102477.59 Day 39 6626.97 91-180 Days A-4-Q 17259.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66759.31 Day 39 7269.83 Open A-5-Q 12319.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74178.52 Day 39 9725.17 91-180 Days CB-1-Q 12501.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11932.61 Day 39 828.55 <30 Days CB-2-Q 733.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41761.05 Day 39 3663.57 Open S-1-Q 2591.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78801.95 Day 39 6664.54 91-180 Days S-2-Q 13142.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22970.18 Day 39 3330.32 <30 Days S-3-Q 102.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21777.46 Day 39 1690.58 Open S-4-Q 896.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6376.64 Day 39 511.15 91-180 Days CB-3-Q 787.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73596.91 Day 39 2985.34 Open G-1-Q 676.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12482.97 Day 39 1750.63 30-90 Days G-2-Q 701.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78815.44 Day 39 82.92 91-180 Days G-3-Q 7372.83 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102739.72 Day 39 14853.30 91-180 Days S-5-Q 1926.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59958.23 Day 39 2328.43 30-90 Days S-6-Q 6301.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10451.83 Day 39 804.46 91-180 Days S-7-Q 275.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67834.02 Day 39 9892.25 Open E-1-Q 5029.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77402.86 Day 39 3119.71 <30 Days E-2-Q 5942.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82336.78 Day 39 1099.23 91-180 Days IG-1-Q 3102.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38434.98 Day 39 2817.78 91-180 Days IG-2-Q 5978.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93822.27 Day 39 13217.98 91-180 Days C-1 292.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106458.94 Day 39 2253.71 91-180 Days CB-4 19048.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5701.59 Day 39 298.72 Open E-10 463.31 No Treasury