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 102338.41 Day 36 6923.95 91-180 Days LC-2 10702.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 8443.56 Day 36 719.20 30-90 Days N-1 872.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 42868.05 Day 36 5024.48 <30 Days N-2 1142.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 29457.30 Day 36 474.54 <30 Days N-3 2131.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 80501.16 Day 36 609.31 30-90 Days N-4 2102.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 92543.97 Day 36 13224.08 Open N-5 17789.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 105790.23 Day 36 5592.73 Open N-6 9042.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 61343.94 Day 36 4077.79 30-90 Days N-7 12245.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 30325.20 Day 36 3712.42 <30 Days P-1 3722.53 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 40438.04 Day 36 5442.46 <30 Days P-2 1288.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 93144.94 Day 36 9511.94 30-90 Days S-8 18517.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 37876.98 Day 36 3781.41 91-180 Days Y-1 5.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 16918.99 Day 36 1729.73 <30 Days Y-2 766.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 41667.01 Day 36 4395.68 Open Y-3 2486.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 15940.81 Day 36 1032.59 30-90 Days Y-4 2099.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 34994.79 Day 36 1212.26 91-180 Days Z-1 4224.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 4447.74 Day 36 263.37 91-180 Days A-2 326.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 93098.82 Day 36 9805.21 Open A-3 18016.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 73227.97 Day 36 7960.54 30-90 Days A-4 2396.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 17568.69 Day 36 144.94 Open A-5 91.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 86532.55 Day 36 1576.13 <30 Days CB-1 4750.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 11036.83 Day 36 802.77 30-90 Days CB-2 544.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 65506.90 Day 36 7254.29 <30 Days CB-3 6498.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 54870.65 Day 36 461.14 <30 Days E-1 10958.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 55510.16 Day 36 2313.59 Open E-2 9374.28 No Operations