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 13929.79 Day 45 257.20 30-90 Days E-3 2460.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 31389.49 Day 45 334.55 Open E-4 4121.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 75240.24 Day 45 3945.90 30-90 Days E-5 1119.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 89328.41 Day 45 3817.57 Open E-6 6963.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 10483.10 Day 45 1286.35 30-90 Days E-7 1089.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 56587.25 Day 45 7489.12 30-90 Days E-8 10902.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 65093.19 Day 45 8468.27 91-180 Days E-9 12835.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 40002.04 Day 45 2117.29 Open G-4 4609.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 112485.45 Day 45 2083.52 <30 Days IG-3 17671.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 78861.28 Day 45 6825.79 Open IG-4 3728.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 4281.90 Day 45 96.78 91-180 Days IG-5 430.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 78339.78 Day 45 5595.08 Open IG-6 8432.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 10999.69 Day 45 64.45 91-180 Days IG-7 2055.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 22032.36 Day 45 1112.55 30-90 Days IG-8 4250.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 93449.20 Day 45 9714.09 <30 Days L-1 5504.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 46809.89 Day 45 3354.77 Open L-10 4286.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 85820.33 Day 45 1505.22 Open L-11 1456.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 38888.47 Day 45 3096.41 <30 Days L-2 5074.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 74455.94 Day 45 3403.27 30-90 Days L-3 5807.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 37124.28 Day 45 2128.84 30-90 Days L-4 6589.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 30345.84 Day 45 4133.60 91-180 Days L-5 1624.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 46973.76 Day 45 730.35 91-180 Days L-6 5029.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 60493.15 Day 45 5748.22 30-90 Days L-7 643.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 22631.82 Day 45 550.47 Open L-8 1487.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 34074.91 Day 45 428.29 Open L-9 2401.45 Yes Liberty International Finance Ltd. Legal