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 41785.70 Day 15 1208.00 Open L-5 4496.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 73396.19 Day 15 6076.40 91-180 Days L-6 11227.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 108377.03 Day 15 5565.97 30-90 Days L-7 8871.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 54348.38 Day 15 7512.74 Open L-8 3028.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 81668.74 Day 15 3161.79 <30 Days L-9 2207.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 56249.28 Day 15 2944.27 30-90 Days LC-1 3052.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 43268.35 Day 15 1055.27 <30 Days LC-2 4285.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 1987.53 Day 15 15.32 91-180 Days N-1 235.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 21223.52 Day 15 3165.42 30-90 Days N-2 3367.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 68252.42 Day 15 11.32 Open N-3 7386.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 94553.45 Day 15 1814.40 <30 Days N-4 15769.75 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 95119.17 Day 15 5351.42 Open N-5 12745.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 69696.85 Day 15 8576.53 30-90 Days N-6 12905.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 18036.71 Day 15 2469.19 91-180 Days N-7 927.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 42442.15 Day 15 4416.35 Open P-1 2076.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28074.28 Day 15 2477.92 30-90 Days P-2 4613.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 55483.36 Day 15 5561.60 30-90 Days S-8 3225.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 53825.66 Day 15 1267.40 30-90 Days Y-1 2118.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 50897.29 Day 15 3317.06 30-90 Days Y-2 4029.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 75325.35 Day 15 4431.51 Open Y-3 11001.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 68406.64 Day 15 3165.49 91-180 Days Y-4 10200.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 94420.25 Day 15 6678.70 <30 Days Z-1 5499.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 8593.47 Day 15 596.59 91-180 Days A-2 1222.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 54050.38 Day 15 5791.84 <30 Days A-3 444.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 15051.57 Day 15 1131.96 <30 Days A-4 2593.95 No Legal