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 No 7970.98 Day 21 358.21 30-90 Days S-8 1241.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 47922.51 Day 21 6698.28 30-90 Days Y-1 1795.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 13485.22 Day 21 1216.62 Open Y-2 2268.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 72847.78 Day 21 9231.18 91-180 Days Y-3 2357.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 20332.56 Day 21 540.38 Open Y-4 1903.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 63245.81 Day 21 9442.46 30-90 Days Z-1 11989.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 47756.26 Day 21 6308.99 <30 Days A-2 2610.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 80190.51 Day 21 10993.96 Open A-3 928.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 1076.03 Day 21 148.72 <30 Days A-4 152.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 43312.27 Day 21 471.84 Open A-5 5982.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 55105.19 Day 21 7069.21 30-90 Days CB-1 2245.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 60115.90 Day 21 5479.96 30-90 Days CB-2 10605.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 51051.68 Day 21 2269.02 30-90 Days CB-3 2327.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 112502.51 Day 21 13130.19 <30 Days E-1 19514.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 97224.89 Day 21 3660.04 91-180 Days E-2 3326.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 20494.96 Day 21 2814.05 91-180 Days G-1 1635.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 66243.65 Day 21 8695.43 30-90 Days G-2 9929.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 91410.50 Day 21 8742.75 91-180 Days G-3 4555.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 7398.90 Day 21 669.17 91-180 Days IG-1 1345.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 46666.37 Day 21 164.32 <30 Days IG-2 8427.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 19496.85 Day 21 1362.62 30-90 Days S-1 1413.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 33554.40 Day 21 3872.84 30-90 Days S-2 6431.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 31130.56 Day 21 4058.06 30-90 Days S-3 3166.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 100278.35 Day 21 11469.66 91-180 Days S-4 6149.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28693.38 Day 21 1477.30 <30 Days S-5 2092.59 Yes Liberty Capital Markets Inc. Treasury