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 68470.54 91 - 120 Days 5587.45 Open L-5 2187.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 91093.86 91 - 120 Days 6897.29 Open L-6 13258.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 51836.02 91 - 120 Days 370.43 91-180 Days L-7 7475.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 33233.41 91 - 120 Days 1246.06 Open L-8 5818.79 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 4324.44 91 - 120 Days 225.94 91-180 Days L-9 799.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 8230.21 91 - 120 Days 1063.01 <30 Days LC-1 541.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 109926.94 91 - 120 Days 735.08 <30 Days LC-2 19638.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 9933.09 91 - 120 Days 1191.40 91-180 Days N-1 1939.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 77972.74 91 - 120 Days 137.00 91-180 Days N-2 1179.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 40856.11 91 - 120 Days 4555.91 Open N-3 6732.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 49060.12 91 - 120 Days 4493.27 <30 Days N-4 7848.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 88619.68 91 - 120 Days 415.29 Open N-5 16315.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 2429.79 91 - 120 Days 275.75 Open N-6 350.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 72160.94 91 - 120 Days 6639.80 <30 Days N-7 13183.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 106840.35 91 - 120 Days 806.24 91-180 Days P-1 6415.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 80653.57 91 - 120 Days 2568.59 <30 Days P-2 1808.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 42903.92 91 - 120 Days 2245.88 30-90 Days S-8 1180.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 67177.24 91 - 120 Days 7285.74 91-180 Days Y-1 381.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 50362.86 91 - 120 Days 1085.13 Open Y-2 2531.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 98308.60 91 - 120 Days 11623.96 91-180 Days Y-3 3161.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 99710.46 91 - 120 Days 11806.29 91-180 Days Y-4 12385.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 73400.35 91 - 120 Days 6714.69 Open Z-1 7011.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 100228.80 91 - 120 Days 12130.90 <30 Days A-2 14239.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 57206.52 91 - 120 Days 214.66 91-180 Days A-3 4590.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 53654.16 91 - 120 Days 701.21 30-90 Days A-4 4207.01 No Treasury