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 Bank No 26756.64 271 - 364 Days 906.87 91-180 Days IG-8 1641.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51117.76 271 - 364 Days 4205.60 <30 Days L-1 4794.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75306.45 271 - 364 Days 510.45 91-180 Days L-10 9956.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5163.47 271 - 364 Days 596.70 30-90 Days L-11 330.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49994.22 271 - 364 Days 4268.13 30-90 Days L-2 7376.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75045.25 271 - 364 Days 2990.49 30-90 Days L-3 5801.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19501.50 271 - 364 Days 1629.19 <30 Days L-4 3520.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68370.27 271 - 364 Days 7354.17 <30 Days L-5 1038.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45435.48 271 - 364 Days 6231.66 30-90 Days L-6 9.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84294.10 271 - 364 Days 5773.30 Open L-7 14148.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108378.98 271 - 364 Days 15221.46 91-180 Days L-8 7675.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3609.80 271 - 364 Days 60.00 30-90 Days L-9 508.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44646.13 271 - 364 Days 1045.16 91-180 Days LC-1 633.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42917.54 271 - 364 Days 3009.56 <30 Days LC-2 7662.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25779.98 271 - 364 Days 1594.49 Open N-1 778.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13930.67 271 - 364 Days 892.94 <30 Days N-2 2331.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9547.57 271 - 364 Days 718.77 91-180 Days N-3 1300.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90803.18 271 - 364 Days 10768.04 30-90 Days N-4 9017.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49644.21 271 - 364 Days 2658.70 91-180 Days N-5 9084.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16042.10 271 - 364 Days 1169.45 30-90 Days N-6 156.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24381.74 271 - 364 Days 1072.23 30-90 Days N-7 3926.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57316.17 271 - 364 Days 1690.09 30-90 Days P-1 146.86 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70272.97 271 - 364 Days 3845.97 Open P-2 2990.29 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89708.42 271 - 364 Days 6714.97 <30 Days S-8 15704.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67005.54 271 - 364 Days 5458.44 Open Y-1 12903.04 Yes Liberty International Finance Ltd. Treasury