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 78828.10 Day 42 11025.33 Open IG-3 14171.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61085.64 Day 42 8841.60 30-90 Days IG-4 11728.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77367.48 Day 42 7553.86 Open IG-5 10753.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38866.98 Day 42 3471.20 Open IG-6 7061.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72347.41 Day 42 8540.90 Open IG-7 10953.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35896.82 Day 42 1430.26 30-90 Days IG-8 824.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70931.31 Day 42 8430.89 Open L-1 7812.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75600.49 Day 42 7743.33 Open L-10 671.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39844.74 Day 42 3176.99 91-180 Days L-11 6842.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85144.05 Day 42 6481.45 30-90 Days L-2 8014.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4588.85 Day 42 12.92 <30 Days L-3 22.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12732.45 Day 42 1795.51 <30 Days L-4 511.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36167.32 Day 42 425.42 30-90 Days L-5 4884.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103821.97 Day 42 15006.94 30-90 Days L-6 198.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66960.33 Day 42 7332.95 Open L-7 8789.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56106.81 Day 42 6989.56 30-90 Days L-8 8264.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88442.85 Day 42 2711.23 91-180 Days L-9 10907.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34653.42 Day 42 745.86 <30 Days LC-1 4269.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107134.58 Day 42 8366.64 <30 Days LC-2 4691.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19582.48 Day 42 189.13 30-90 Days N-1 3543.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95633.31 Day 42 6093.78 <30 Days N-2 16453.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57410.01 Day 42 3044.07 30-90 Days N-3 560.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 506.11 Day 42 38.65 Open N-4 39.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92105.30 Day 42 2953.98 Open N-5 6379.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10959.04 Day 42 497.42 30-90 Days N-6 883.46 No Finance