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 6728.85 Day 37 609.02 30-90 Days S-7 92.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 49898.32 Day 38 6072.26 30-90 Days A-0-Q 4375.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 48838.15 Day 38 4370.42 30-90 Days A-1-Q 9403.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 52668.76 Day 38 7874.04 91-180 Days A-2-Q 6592.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 15840.08 Day 38 62.51 30-90 Days A-3-Q 2899.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 98411.82 Day 38 4736.72 91-180 Days A-4-Q 3895.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 78406.88 Day 38 1886.09 30-90 Days A-5-Q 1331.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 27794.47 Day 38 708.08 91-180 Days CB-1-Q 4842.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 38775.48 Day 38 2422.31 91-180 Days CB-2-Q 1926.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 103500.30 Day 38 3409.73 91-180 Days S-1-Q 10065.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 62990.27 Day 38 4438.57 91-180 Days S-2-Q 10474.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 60656.11 Day 38 8462.58 30-90 Days S-3-Q 10156.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 93579.03 Day 38 5579.02 Open S-4-Q 7711.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 19337.07 Day 38 2092.55 30-90 Days CB-3-Q 2648.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 108306.82 Day 38 9127.30 30-90 Days G-1-Q 20535.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 25277.45 Day 38 3787.83 91-180 Days G-2-Q 4934.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 20561.88 Day 38 2815.07 30-90 Days G-3-Q 357.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 71858.97 Day 38 7990.73 Open S-5-Q 4998.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 22778.90 Day 38 2367.16 91-180 Days S-6-Q 461.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 82916.90 Day 38 7255.24 <30 Days S-7-Q 4680.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 112699.78 Day 38 5384.83 <30 Days E-1-Q 5606.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 33953.25 Day 38 2882.32 91-180 Days E-2-Q 5827.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 7955.31 Day 38 406.22 <30 Days IG-1-Q 54.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 69187.59 Day 38 1199.94 30-90 Days IG-2-Q 2240.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 55328.64 Day 38 45.68 91-180 Days C-1 393.19 No Risk Management