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 55645.82 >= 1 Yr <= 2 Yr 2667.14 30-90 Days E-2 7772.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 782.09 >= 1 Yr <= 2 Yr 22.43 91-180 Days G-1 63.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 38231.81 >= 1 Yr <= 2 Yr 479.53 <30 Days G-2 2032.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 42305.62 >= 1 Yr <= 2 Yr 4892.81 Open G-3 495.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 103851.89 >= 1 Yr <= 2 Yr 8075.19 <30 Days IG-1 13570.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 51573.38 >= 1 Yr <= 2 Yr 2333.58 <30 Days IG-2 7977.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 86999.49 >= 1 Yr <= 2 Yr 5231.89 Open S-1 11640.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 104034.51 >= 1 Yr <= 2 Yr 13967.56 Open S-2 2772.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 61298.00 >= 1 Yr <= 2 Yr 5434.39 30-90 Days S-3 1987.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 7326.28 >= 1 Yr <= 2 Yr 398.43 <30 Days S-4 978.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 100587.47 >= 1 Yr <= 2 Yr 14341.54 30-90 Days S-5 1357.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 60851.16 >= 1 Yr <= 2 Yr 6181.19 30-90 Days S-6 11745.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 77258.59 >= 1 Yr <= 2 Yr 3832.62 30-90 Days S-7 10224.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 22355.38 >2 Yr <= 3 Yr 52.92 <30 Days A-0-Q 2215.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 24844.86 >2 Yr <= 3 Yr 1855.90 <30 Days A-1-Q 2657.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 83911.67 >2 Yr <= 3 Yr 2691.85 91-180 Days A-2-Q 13729.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 5006.98 >2 Yr <= 3 Yr 141.27 <30 Days A-3-Q 606.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 113141.18 >2 Yr <= 3 Yr 6846.15 <30 Days A-4-Q 12337.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 45003.23 >2 Yr <= 3 Yr 1518.48 Open A-5-Q 1242.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 46441.72 >2 Yr <= 3 Yr 1509.89 30-90 Days CB-1-Q 4391.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 12773.83 >2 Yr <= 3 Yr 160.48 91-180 Days CB-2-Q 1823.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 69481.60 >2 Yr <= 3 Yr 231.00 30-90 Days S-1-Q 4577.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 15495.38 >2 Yr <= 3 Yr 2274.53 Open S-2-Q 1227.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 85665.94 >2 Yr <= 3 Yr 1897.36 Open S-3-Q 9777.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 69382.87 >2 Yr <= 3 Yr 3380.42 30-90 Days S-4-Q 3627.88 No Treasury