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 22389.59 Day 21 1034.88 91-180 Days IG-6 1043.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 112685.94 Day 21 8198.88 91-180 Days IG-7 6943.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 33675.15 Day 21 1353.13 <30 Days IG-8 4597.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 110672.33 Day 21 10307.02 <30 Days L-1 8144.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 5362.91 Day 21 185.49 91-180 Days L-10 603.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 108065.10 Day 21 11764.76 <30 Days L-11 16.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 90512.71 Day 21 6811.96 Open L-2 7796.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 107198.97 Day 21 10399.80 91-180 Days L-3 13330.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 915.39 Day 21 58.03 30-90 Days L-4 27.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 20589.86 Day 21 326.98 <30 Days L-5 3570.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 111142.11 Day 21 6261.49 30-90 Days L-6 16515.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 103951.43 Day 21 4170.17 Open L-7 9690.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 54185.35 Day 21 7925.01 Open L-8 380.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 78067.52 Day 21 9068.34 91-180 Days L-9 4132.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 105987.60 Day 21 1928.74 <30 Days LC-1 14856.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 45645.66 Day 21 2108.04 30-90 Days LC-2 2651.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 24197.18 Day 21 1837.83 91-180 Days N-1 4115.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 89260.28 Day 21 773.79 Open N-2 354.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 22958.09 Day 21 2804.51 <30 Days N-3 3565.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 100802.06 Day 21 9717.03 Open N-4 8572.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 34033.36 Day 21 3687.60 Open N-5 6165.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 34114.31 Day 21 5026.14 91-180 Days N-6 749.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 62400.55 Day 21 3188.83 Open N-7 9198.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 90698.73 Day 21 1708.19 30-90 Days P-1 17206.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 7989.32 Day 21 953.52 30-90 Days P-2 1325.55 Yes Liberty International Finance Ltd. Legal