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 80645.73 >2 Yr <= 3 Yr 10598.76 30-90 Days S-6 10372.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 19844.17 >2 Yr <= 3 Yr 1262.20 <30 Days S-7 997.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 9501.67 >3 Yr <= 4 Yr 53.86 <30 Days A-0-Q 1598.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 24521.82 >3 Yr <= 4 Yr 1764.40 30-90 Days A-1-Q 3678.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 4173.91 >3 Yr <= 4 Yr 68.88 30-90 Days A-2-Q 658.29 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 91957.33 >3 Yr <= 4 Yr 4698.81 30-90 Days A-3-Q 18254.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 23849.92 >3 Yr <= 4 Yr 1392.60 <30 Days A-4-Q 2091.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 61172.19 >3 Yr <= 4 Yr 3497.79 91-180 Days A-5-Q 8952.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 57180.73 >3 Yr <= 4 Yr 8451.52 <30 Days CB-1-Q 3337.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 74053.74 >3 Yr <= 4 Yr 2017.44 91-180 Days CB-2-Q 3988.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 10310.76 >3 Yr <= 4 Yr 130.25 91-180 Days S-1-Q 735.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 110939.25 >3 Yr <= 4 Yr 11259.87 <30 Days S-2-Q 10702.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 29706.09 >3 Yr <= 4 Yr 4227.76 Open S-3-Q 3946.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 49147.75 >3 Yr <= 4 Yr 7240.74 30-90 Days S-4-Q 6816.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 74393.08 >3 Yr <= 4 Yr 6426.54 30-90 Days CB-3-Q 1930.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 104423.06 >3 Yr <= 4 Yr 3232.32 Open G-1-Q 8597.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 36097.14 >3 Yr <= 4 Yr 1863.82 91-180 Days G-2-Q 5511.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 68505.49 >3 Yr <= 4 Yr 3618.59 91-180 Days G-3-Q 9274.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 64592.27 >3 Yr <= 4 Yr 2293.93 30-90 Days S-5-Q 3291.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 14298.64 >3 Yr <= 4 Yr 1448.03 Open S-6-Q 2384.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 93567.76 >3 Yr <= 4 Yr 4387.88 91-180 Days S-7-Q 8519.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 51502.01 >3 Yr <= 4 Yr 1851.37 <30 Days E-1-Q 1245.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 86654.51 >3 Yr <= 4 Yr 5556.38 91-180 Days E-2-Q 12459.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 65149.29 >3 Yr <= 4 Yr 4767.48 Open IG-1-Q 5973.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 89801.72 >3 Yr <= 4 Yr 8160.75 Open IG-2-Q 5818.16 Yes Liberty Mortgage Services Corp. Risk Management