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 Bank No 70102.45 Day 14 2392.68 <30 Days S-2-Q 7179.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109252.99 Day 14 2050.39 91-180 Days S-3-Q 20174.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81885.85 Day 14 3856.62 30-90 Days S-4-Q 7749.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99951.50 Day 14 8560.51 30-90 Days CB-3-Q 15128.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98245.18 Day 14 895.88 <30 Days G-1-Q 10538.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35765.78 Day 14 1341.75 <30 Days G-2-Q 961.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100389.07 Day 14 668.49 91-180 Days G-3-Q 7646.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67325.86 Day 14 1570.34 30-90 Days S-5-Q 3084.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25061.96 Day 14 2506.17 30-90 Days S-6-Q 2145.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37092.98 Day 14 1285.70 30-90 Days S-7-Q 6533.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19286.63 Day 14 2207.60 30-90 Days E-1-Q 605.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46325.28 Day 14 427.21 <30 Days E-2-Q 1404.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83600.71 Day 14 10308.07 <30 Days IG-1-Q 4415.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33164.28 Day 14 1479.15 <30 Days IG-2-Q 6454.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1948.83 Day 14 221.36 91-180 Days C-1 10.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71525.27 Day 14 1491.38 91-180 Days CB-4 8548.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35057.45 Day 14 4672.35 91-180 Days E-10 5560.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81880.39 Day 14 4491.46 Open E-3 11896.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76303.68 Day 14 5042.36 Open E-4 13222.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13180.08 Day 14 1184.06 91-180 Days E-5 765.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14289.26 Day 14 80.57 <30 Days E-6 1811.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109157.76 Day 14 7038.25 91-180 Days E-7 6075.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42748.29 Day 14 3666.33 30-90 Days E-8 6193.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95314.85 Day 14 267.42 30-90 Days E-9 15705.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100568.10 Day 14 3630.55 30-90 Days G-4 2718.98 No Finance