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 Financial Market Utility No 21157.54 Day 2 1643.52 91-180 Days S-4 2756.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79923.20 Day 2 5540.07 30-90 Days S-5 1324.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16370.06 Day 2 1065.62 <30 Days S-6 2294.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 29531.25 Day 2 2975.76 30-90 Days S-7 4246.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 8229.35 Day 3 634.41 <30 Days A-0-Q 75.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 97675.83 Day 3 2718.04 <30 Days A-1-Q 13984.43 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 97538.35 Day 3 3120.44 Open A-2-Q 14251.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 22800.58 Day 3 2525.26 30-90 Days A-3-Q 1001.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 45538.27 Day 3 498.11 91-180 Days A-4-Q 1656.29 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 56461.76 Day 3 3416.53 30-90 Days A-5-Q 8082.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69515.98 Day 3 6757.08 30-90 Days CB-1-Q 4720.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66071.90 Day 3 9865.59 30-90 Days CB-2-Q 4658.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58161.44 Day 3 4847.99 30-90 Days S-1-Q 1473.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 103072.23 Day 3 13952.72 Open S-2-Q 1915.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 80553.75 Day 3 3904.34 91-180 Days S-3-Q 11105.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 73702.81 Day 3 2047.75 91-180 Days S-4-Q 7620.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 41673.57 Day 3 2051.73 91-180 Days CB-3-Q 3548.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 44081.21 Day 3 30.78 91-180 Days G-1-Q 7756.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 99136.84 Day 3 9322.18 <30 Days G-2-Q 4411.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71550.53 Day 3 8449.01 30-90 Days G-3-Q 13236.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 24219.00 Day 3 2387.49 <30 Days S-5-Q 3837.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 29924.99 Day 3 1666.82 <30 Days S-6-Q 1483.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 97050.30 Day 3 9565.96 Open S-7-Q 16541.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 83912.39 Day 3 12541.74 Open E-1-Q 5929.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 11571.76 Day 3 691.84 Open E-2-Q 2137.63 No Legal