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 2019.64 Day 11 146.99 <30 Days S-3 354.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 110534.24 Day 11 12955.93 <30 Days S-4 19107.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66961.48 Day 11 3942.45 30-90 Days S-5 6780.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 46506.37 Day 11 1253.90 <30 Days S-6 2396.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 92431.33 Day 11 4698.01 Open S-7 5614.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 35218.91 Day 12 4326.96 30-90 Days A-0-Q 79.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79965.76 Day 12 11011.77 91-180 Days A-1-Q 4633.12 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 91073.02 Day 12 7364.46 30-90 Days A-2-Q 12092.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 59496.34 Day 12 4750.24 91-180 Days A-3-Q 3082.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 112796.52 Day 12 5281.49 <30 Days A-4-Q 4701.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 1211.43 Day 12 119.69 91-180 Days A-5-Q 206.79 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 40097.41 Day 12 1228.02 30-90 Days CB-1-Q 7206.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 101524.34 Day 12 4946.37 30-90 Days CB-2-Q 9238.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 101977.43 Day 12 3588.60 <30 Days S-1-Q 17425.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 89131.02 Day 12 11667.30 91-180 Days S-2-Q 7651.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 60476.68 Day 12 3996.85 30-90 Days S-3-Q 7745.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 46782.48 Day 12 875.81 91-180 Days S-4-Q 2719.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 9307.51 Day 12 909.62 91-180 Days CB-3-Q 97.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 41084.31 Day 12 3237.97 Open G-1-Q 3965.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99132.24 Day 12 1452.77 Open G-2-Q 11299.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 81381.94 Day 12 4838.23 30-90 Days G-3-Q 8101.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3191.20 Day 12 31.07 <30 Days S-5-Q 633.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 108300.34 Day 12 266.67 <30 Days S-6-Q 18339.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16972.81 Day 12 1357.20 91-180 Days S-7-Q 2294.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 19577.05 Day 12 1275.11 <30 Days E-1-Q 3689.28 Yes Liberty Wealth Management LLC Legal