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 98774.92 >5 Yr 10596.32 30-90 Days A-4 3361.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 92310.29 >5 Yr 1705.28 Open A-5 9288.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 9291.49 >5 Yr 358.32 30-90 Days CB-1 1126.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 53115.91 >5 Yr 6666.92 <30 Days CB-2 402.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 110258.57 >5 Yr 4262.85 91-180 Days CB-3 20834.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 99243.23 >5 Yr 3467.98 <30 Days E-1 19079.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 92199.91 >5 Yr 6118.43 Open E-2 14968.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 22905.43 >5 Yr 2264.76 30-90 Days G-1 2285.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 34568.05 >5 Yr 441.28 <30 Days G-2 1498.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 24121.33 >5 Yr 3401.45 30-90 Days G-3 433.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 31684.68 >5 Yr 571.54 30-90 Days IG-1 5655.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 101641.02 >5 Yr 12427.94 <30 Days IG-2 13347.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 102970.89 >5 Yr 11647.98 Open S-1 1253.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 43492.36 >5 Yr 5315.37 <30 Days S-2 8592.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 12247.69 >5 Yr 467.87 <30 Days S-3 968.29 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 29777.18 >5 Yr 677.05 Open S-4 4173.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 15045.72 >5 Yr 80.67 <30 Days S-5 2868.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 5024.85 >5 Yr 220.39 <30 Days S-6 723.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 50202.07 >5 Yr 7106.74 30-90 Days S-7 124.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 89271.00 Perpetual 876.02 91-180 Days A-0-Q 2567.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 81510.26 Perpetual 4142.61 Open A-1-Q 702.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 17142.56 Perpetual 1115.30 30-90 Days A-2-Q 2851.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 16988.47 Perpetual 990.34 91-180 Days A-3-Q 1563.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 17163.51 Perpetual 1369.00 91-180 Days A-4-Q 3108.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 8342.64 Perpetual 1139.19 Open A-5-Q 887.91 No Operations