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 69770.75 91 - 120 Days 5974.96 91-180 Days IG-1-Q 156.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 86074.16 91 - 120 Days 4761.53 <30 Days IG-2-Q 799.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 41439.96 91 - 120 Days 4786.82 Open C-1 5949.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 46024.34 91 - 120 Days 319.17 Open CB-4 7068.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 109452.10 91 - 120 Days 13537.98 <30 Days E-10 1103.25 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 113317.22 91 - 120 Days 14725.40 30-90 Days E-3 12576.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 39393.34 91 - 120 Days 5629.95 91-180 Days E-4 4841.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 13332.77 91 - 120 Days 1787.50 30-90 Days E-5 1005.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 97583.70 91 - 120 Days 11506.45 <30 Days E-6 11798.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 42013.51 91 - 120 Days 3851.31 91-180 Days E-7 7419.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28778.58 91 - 120 Days 1516.71 Open E-8 5519.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 92216.39 91 - 120 Days 3336.13 Open E-9 7722.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 2305.74 91 - 120 Days 63.08 <30 Days G-4 416.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 51495.18 91 - 120 Days 614.47 30-90 Days IG-3 4118.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 91560.14 91 - 120 Days 2192.98 91-180 Days IG-4 5222.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 34808.32 91 - 120 Days 1399.65 Open IG-5 3764.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 75857.62 91 - 120 Days 5956.16 91-180 Days IG-6 4920.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 53441.85 91 - 120 Days 1918.38 30-90 Days IG-7 3024.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 22861.78 91 - 120 Days 2450.27 91-180 Days IG-8 2594.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 69678.42 91 - 120 Days 4111.39 91-180 Days L-1 11021.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 16535.57 91 - 120 Days 1666.84 91-180 Days L-10 2614.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 26381.97 91 - 120 Days 2778.00 <30 Days L-11 4699.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 112999.35 91 - 120 Days 6517.51 30-90 Days L-2 837.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 46200.09 91 - 120 Days 2344.06 Open L-3 3544.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 84457.40 91 - 120 Days 2918.39 91-180 Days L-4 1478.16 Yes Liberty Wealth Management LLC Risk Management