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 70686.91 Day 18 6501.48 30-90 Days P-2 1810.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 4987.84 Day 18 558.65 91-180 Days S-8 940.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 72200.58 Day 18 4858.18 Open Y-1 14191.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 51885.31 Day 18 5893.68 30-90 Days Y-2 7371.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 80604.80 Day 18 10982.51 91-180 Days Y-3 11086.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58622.84 Day 18 5580.81 <30 Days Y-4 4851.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10947.33 Day 18 85.88 Open Z-1 1492.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 26359.76 Day 18 1389.90 30-90 Days A-2 2735.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 35422.13 Day 18 1313.27 91-180 Days A-3 135.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79992.34 Day 18 8339.54 <30 Days A-4 15518.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 77285.89 Day 18 8033.29 Open A-5 9239.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85193.76 Day 18 2596.50 30-90 Days CB-1 1929.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 54013.42 Day 18 4817.78 91-180 Days CB-2 6168.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 30239.17 Day 18 112.84 91-180 Days CB-3 2029.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 36151.54 Day 18 1412.56 Open E-1 7143.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 8084.78 Day 18 94.50 30-90 Days E-2 1187.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 65680.54 Day 18 627.65 91-180 Days G-1 12928.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 76574.28 Day 18 6860.09 91-180 Days G-2 5365.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 21919.83 Day 18 1938.56 91-180 Days G-3 4051.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42647.73 Day 18 4348.40 30-90 Days IG-1 4761.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99975.13 Day 18 12629.23 Open IG-2 14330.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 32073.21 Day 18 2868.47 Open S-1 5248.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 11129.22 Day 18 404.97 <30 Days S-2 674.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 105513.14 Day 18 8705.77 30-90 Days S-3 7010.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 107372.08 Day 18 15623.26 30-90 Days S-4 18088.79 Yes Liberty Wealth Management LLC Risk Management