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 38301.10 Day 17 2011.28 91-180 Days A-2 6220.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 88005.70 Day 17 4593.79 91-180 Days A-3 7059.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 34340.18 Day 17 572.28 <30 Days A-4 6439.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 91775.26 Day 17 8934.13 <30 Days A-5 14347.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 104911.17 Day 17 10070.57 Open CB-1 15766.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 42313.77 Day 17 3043.44 91-180 Days CB-2 8402.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 84719.46 Day 17 7670.44 30-90 Days CB-3 16564.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 103885.77 Day 17 13820.84 <30 Days E-1 9956.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 85992.85 Day 17 5548.98 Open E-2 13327.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 89374.32 Day 17 13142.05 Open G-1 2241.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 92779.34 Day 17 12363.92 91-180 Days G-2 9345.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 8870.57 Day 17 691.82 91-180 Days G-3 1294.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 80052.85 Day 17 836.46 91-180 Days IG-1 6593.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 25237.74 Day 17 2471.97 91-180 Days IG-2 517.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 23272.73 Day 17 1279.57 Open S-1 45.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 102418.77 Day 17 4230.04 Open S-2 9095.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 53003.20 Day 17 4004.63 91-180 Days S-3 8735.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 4678.19 Day 17 306.13 <30 Days S-4 671.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 51207.26 Day 17 3963.63 Open S-5 6284.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 14101.70 Day 17 1803.41 <30 Days S-6 1148.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 104650.68 Day 17 3280.21 <30 Days S-7 965.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 23800.64 Day 18 285.60 91-180 Days A-0-Q 3656.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 19797.32 Day 18 203.19 30-90 Days A-1-Q 78.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 17498.63 Day 18 171.72 91-180 Days A-2-Q 1190.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 83486.37 Day 18 9206.26 Open A-3-Q 16030.71 Yes Liberty Mortgage Services Corp. Operations